Bec, F., & Gollier, C. (2009). Term structure and cyclicity of value-at-risk: Consequences for the solvency capital requirement. CESifo.
Chicago Style (17th ed.) CitationBec, Frédérique, and Christian Gollier. Term Structure and Cyclicity of Value-at-risk: Consequences for the Solvency Capital Requirement. Munich: CESifo, 2009.
MLA (9th ed.) CitationBec, Frédérique, and Christian Gollier. Term Structure and Cyclicity of Value-at-risk: Consequences for the Solvency Capital Requirement. CESifo, 2009.
Warning: These citations may not always be 100% accurate.