APA-Zitierstil (7. Ausg.)

Pesaran, M. H., & Zaffaroni, P. (2005). Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management. Centre for Economic Policy Research.

Chicago-Zitierstil (17. Ausg.)

Pesaran, M. Hashem, und Paolo Zaffaroni. Model Averaging and Value-at-risk Based Evaluation of Large Multi-asset Volatility Models for Risk Management. London: Centre for Economic Policy Research, 2005.

MLA-Zitierstil (9. Ausg.)

Pesaran, M. Hashem, und Paolo Zaffaroni. Model Averaging and Value-at-risk Based Evaluation of Large Multi-asset Volatility Models for Risk Management. Centre for Economic Policy Research, 2005.