APA (7th ed.) Citation

Mombeyarara, V. (2017). An ICA-GARCH approach to computing portfolio VAR with applications to South African financial markets.

Chicago Style (17th ed.) Citation

Mombeyarara, Victor. An ICA-GARCH Approach to Computing Portfolio VAR with Applications to South African Financial Markets. 2017.

MLA (8th ed.) Citation

Mombeyarara, Victor. An ICA-GARCH Approach to Computing Portfolio VAR with Applications to South African Financial Markets. 2017.

Warning: These citations may not always be 100% accurate.