Coyne, A. E., & Clark, A. (2021). The impact of estimation frequency on Value at Risk (VaR) and Expected Shortfall (ES) forecasts: An empirical study on conditional extreme value models. Department of Statistical Sciences.
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Chicago Style (17th ed.) Citation
Coyne, Alice Elizabeth, and Allan Clark. The Impact of Estimation Frequency on Value at Risk (VaR) and Expected Shortfall (ES) Forecasts: An Empirical Study on Conditional Extreme Value Models. Department of Statistical Sciences, 2021.
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MLA (9th ed.) Citation
Coyne, Alice Elizabeth, and Allan Clark. The Impact of Estimation Frequency on Value at Risk (VaR) and Expected Shortfall (ES) Forecasts: An Empirical Study on Conditional Extreme Value Models. Department of Statistical Sciences, 2021.
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Warning: These citations may not always be 100% accurate.