Pesaran, M. H., & Zaffaroni, P. (2004). Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management. CES.
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. Munich: CES, 2004.
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. CES, 2004.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.