APA (7th ed.) Citation

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 Style (17th ed.) Citation

Pesaran, M. Hashem, and Paolo Zaffaroni. Model Averaging and Value-at-risk Based Evaluation of Large Multi-asset Volatility Models for Risk Management. Munich: CES, 2004.

MLA (9th ed.) Citation

Pesaran, M. Hashem, and Paolo Zaffaroni. Model Averaging and Value-at-risk Based Evaluation of Large Multi-asset Volatility Models for Risk Management. CES, 2004.