Gallo, G., Okhrin, O., & Storti, G. (2024). Dynamic tail risk forecasting: What do realized skewness and kurtosis add?
Style de citation Chicago (17e éd.)Gallo, Giampiero, Ostap Okhrin, et Giuseppe Storti. Dynamic Tail Risk Forecasting: What Do Realized Skewness and Kurtosis Add? 2024.
Style de citation MLA (9e éd.)Gallo, Giampiero, et al. Dynamic Tail Risk Forecasting: What Do Realized Skewness and Kurtosis Add? 2024.
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