Tian, X. (2025). Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation.
Citazione stile Chigago Style (17a edizione)Tian, Xin. Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation. 2025.
Citatione MLA (9a ed.)Tian, Xin. Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation. 2025.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.