Huang, X., & Boyd, M. P. (2014). Analyzing value at risk and expected shortfall methods: The use of parametric, non-parametric, and semi-parametric models.
Chicago Style (17th ed.) CitationHuang, Xinxin, and Milton Pai Boyd. Analyzing Value at Risk and Expected Shortfall Methods: The Use of Parametric, Non-parametric, and Semi-parametric Models. 2014.
MLA (8th ed.) CitationHuang, Xinxin, and Milton Pai Boyd. Analyzing Value at Risk and Expected Shortfall Methods: The Use of Parametric, Non-parametric, and Semi-parametric Models. 2014.
Warning: These citations may not always be 100% accurate.