Khardani, S., Raïssi, H., & Villegas, C. (2024, September 5). GARCH based value-at-risk assessment when the observed process is iid. Communications in statistics. Simulation and computation, 1-5. https://doi.org/10.1080/03610918.2024.2397549
Chicago Style (17th ed.) CitationKhardani, Salah, Hamdi Raïssi, and Camila Villegas. "GARCH Based Value-at-risk Assessment When the Observed Process Is Iid." Communications in Statistics. Simulation and Computation 5 Sep. 2024: 1-5. https://doi.org/10.1080/03610918.2024.2397549.
MLA (9th ed.) CitationKhardani, Salah, et al. "GARCH Based Value-at-risk Assessment When the Observed Process Is Iid." Communications in Statistics. Simulation and Computation, 5 Sep. 2024, pp. 1-5, https://doi.org/10.1080/03610918.2024.2397549.
Warning: These citations may not always be 100% accurate.