Sumbhoolaul, H., & Haines, L. (2014). Estimation of value-at-risk and expected shortfall using copulas. Department of Statistical Sciences.
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Chicago Style (17th ed.) Citation
Sumbhoolaul, Helina, and Linda Haines. Estimation of Value-at-risk and Expected Shortfall Using Copulas. Department of Statistical Sciences, 2014.
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MLA (9th ed.) Citation
Sumbhoolaul, Helina, and Linda Haines. Estimation of Value-at-risk and Expected Shortfall Using Copulas. Department of Statistical Sciences, 2014.
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Warning: These citations may not always be 100% accurate.