Grelsson, B. L. (2026). On the modeling assumptions of Historical Simulation for Value-at-Risk.
Chicago Style (17th ed.) CitationGrelsson, Björn Löfdahl. On the Modeling Assumptions of Historical Simulation for Value-at-Risk. 2026.
MLA (9th ed.) CitationGrelsson, Björn Löfdahl. On the Modeling Assumptions of Historical Simulation for Value-at-Risk. 2026.
Warning: These citations may not always be 100% accurate.