Cite
MLA Citation
Stavros Degiannakis et al.. “A Monte Carlo Simulation Approach to Forecasting Multi‐period Value‐at‐Risk and Expected Shortfall Using the FIGARCH‐skT Specification.” Manchester school, vol. 82, n.d., pp. 71–102. http://access.bl.uk/ark:/81055/vdc_100024599874.0x00005a