APA (7th ed.) Citation

Sampid, M. G., & Hasim, H. M. (2018). Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks. International economics (Paris), 156, 175-192. https://doi.org/10.1016/j.inteco.2018.03.001

Chicago Style (17th ed.) Citation

Sampid, Marius Galabe, and Haslifah M. Hasim. "Estimating Value-at-risk Using a Multivariate Copula-based Volatility Model: Evidence from European Banks." International Economics (Paris) 156 (2018): 175-192. https://doi.org/10.1016/j.inteco.2018.03.001.

MLA (9th ed.) Citation

Sampid, Marius Galabe, and Haslifah M. Hasim. "Estimating Value-at-risk Using a Multivariate Copula-based Volatility Model: Evidence from European Banks." International Economics (Paris), vol. 156, 2018, pp. 175-192, https://doi.org/10.1016/j.inteco.2018.03.001.