Tian, X. (2025). Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation.
Chicago Style (17th ed.) CitationTian, Xin. Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation. 2025.
MLA (9th ed.) CitationTian, Xin. Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation. 2025.
Warning: These citations may not always be 100% accurate.