Su, J., & Hung, J. (2011). Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation. Economic modelling, 28(3), 1117-1130. https://doi.org/10.1016/j.econmod.2010.11.016
Chicago Style (17th ed.) CitationSu, Jung-Bin, and Jui-Cheng Hung. "Empirical Analysis of Jump Dynamics, Heavy-tails and Skewness on Value-at-risk Estimation." Economic Modelling 28, no. 3 (2011): 1117-1130. https://doi.org/10.1016/j.econmod.2010.11.016.
MLA (9th ed.) CitationSu, Jung-Bin, and Jui-Cheng Hung. "Empirical Analysis of Jump Dynamics, Heavy-tails and Skewness on Value-at-risk Estimation." Economic Modelling, vol. 28, no. 3, 2011, pp. 1117-1130, https://doi.org/10.1016/j.econmod.2010.11.016.
Warning: These citations may not always be 100% accurate.