Nasir, A., Khan, K. I., Mata, M. N., Mata, P. N., & Martins, J. N. (2021). Optimisation of time-varying asset pricing models with penetration of value at risk and expected shortfall.
Chicago Style (17th ed.) CitationNasir, Adeel, Kanwal Iqbal Khan, Mário Nuno Mata, Pedro Neves Mata, and Jéssica Nunes Martins. Optimisation of Time-varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall. 2021.
MLA (8th ed.) CitationNasir, Adeel, et al. Optimisation of Time-varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall. 2021.
Warning: These citations may not always be 100% accurate.