Gerlach, R., Naimoli, A., & Storti, G. (2025). Using quantile time series and historical simulation to forecast financial risk multiple steps ahead.
Chicago Style (17th ed.) CitationGerlach, Richard, Antonio Naimoli, and Giuseppe Storti. Using Quantile Time Series and Historical Simulation to Forecast Financial Risk Multiple Steps Ahead. 2025.
MLA (9th ed.) CitationGerlach, Richard, et al. Using Quantile Time Series and Historical Simulation to Forecast Financial Risk Multiple Steps Ahead. 2025.
Warning: These citations may not always be 100% accurate.