Gao, F., & Song, F. Estimation risk in GARCH VaR and ES estimates.
Chicago Style CitationGao, Feng., and Fengming Song. Estimation Risk in GARCH VaR and ES Estimates.
MLA CitationGao, Feng., and Fengming Song. Estimation Risk in GARCH VaR and ES Estimates.
Warning: These citations may not always be 100% accurate.