APA (7th ed.) Citation

McAleer, M., & da Veiga, B. (2008). Single-index and portfolio models for forecasting value-at-risk thresholds. Journal of forecasting, 27(3), 217-235. https://doi.org/10.1002/for.1054

Chicago Style (17th ed.) Citation

McAleer, Michael, and Bernardo da Veiga. "Single-index and Portfolio Models for Forecasting Value-at-risk Thresholds." Journal of Forecasting 27, no. 3 (2008): 217-235. https://doi.org/10.1002/for.1054.

MLA (9th ed.) Citation

McAleer, Michael, and Bernardo da Veiga. "Single-index and Portfolio Models for Forecasting Value-at-risk Thresholds." Journal of Forecasting, vol. 27, no. 3, 2008, pp. 217-235, https://doi.org/10.1002/for.1054.