Barrera, D., Crépey, S., Gobet, E., Nguyen, H., & Saadeddine, B. (2022). Statistical Learning of Value-at-Risk and Expected Shortfall.
Chicago Style (17th ed.) CitationBarrera, D., S. Crépey, E. Gobet, Hoang-Dung Nguyen, and B. Saadeddine. Statistical Learning of Value-at-Risk and Expected Shortfall. 2022.
MLA (9th ed.) CitationBarrera, D., et al. Statistical Learning of Value-at-Risk and Expected Shortfall. 2022.
Warning: These citations may not always be 100% accurate.