Van Der Lecq, M., & Van Vuuren, G. (2025). Estimating value at risk and expected shortfall: A kalman filter approach. School of Economics.
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Chicago Style (17th ed.) Citation
Van Der Lecq, Maximilian, and Gary Van Vuuren. Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. School of Economics, 2025.
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MLA (9th ed.) Citation
Van Der Lecq, Maximilian, and Gary Van Vuuren. Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. School of Economics, 2025.
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Warning: These citations may not always be 100% accurate.