Schröder, S., & Forte, S. d. (2013). Backtesting Value at Risk models: An analysis of different Value at Risk models and their ability to measure market risk adequately.
Cita Chicago Style (17a ed.)Schröder, Sören, y Santiago dir Forte. Backtesting Value at Risk Models: An Analysis of Different Value at Risk Models and Their Ability to Measure Market Risk Adequately. 2013.
Cita MLA (9a ed.)Schröder, Sören, y Santiago dir Forte. Backtesting Value at Risk Models: An Analysis of Different Value at Risk Models and Their Ability to Measure Market Risk Adequately. 2013.
Precaución: Estas citas no son 100% exactas.