Dicks, A., & Conradie, W. J. (2013). Value at risk and expected shortfall: Traditional measures and extreme value theory enhancements with a South African market application. Stellenbosch : Stellenbosch University.
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Chicago Style (17th ed.) Citation
Dicks, Anelda, and W. J. Conradie. Value at Risk and Expected Shortfall: Traditional Measures and Extreme Value Theory Enhancements with a South African Market Application. Stellenbosch : Stellenbosch University, 2013.
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MLA (9th ed.) Citation
Dicks, Anelda, and W. J. Conradie. Value at Risk and Expected Shortfall: Traditional Measures and Extreme Value Theory Enhancements with a South African Market Application. Stellenbosch : Stellenbosch University, 2013.
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Warning: These citations may not always be 100% accurate.