De Alessi, A., & Huang, C. (2014). A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE. Division of Actuarial Science.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
De Alessi, Alessando, and Chun-Sung Huang. A Post-crisis Investigation in to the Performance of GARCH-based Historical & Analytical Value-at-risk on the FTSE. Division of Actuarial Science, 2014.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
De Alessi, Alessando, and Chun-Sung Huang. A Post-crisis Investigation in to the Performance of GARCH-based Historical & Analytical Value-at-risk on the FTSE. Division of Actuarial Science, 2014.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.