Cita APA (7a ed.)

Martínez, F., & Forte, S. (2011). The Variance-Covariance Approach to the Estimation of VaR in Stock Portofolios: Theory and Evidence.

Cita Chicago Style (17a ed.)

Martínez, Ferran, y Santiago Forte. The Variance-Covariance Approach to the Estimation of VaR in Stock Portofolios: Theory and Evidence. 2011.

Cita MLA (9a ed.)

Martínez, Ferran, y Santiago Forte. The Variance-Covariance Approach to the Estimation of VaR in Stock Portofolios: Theory and Evidence. 2011.