Siouris, G., Σιούρης, Γ., & Καραγρηγορίου, Α. (2017). Use of FIGARCH models in Expected Shortfall.
Chicago Style (17th ed.) CitationSiouris, George-Jason, Γεώργιος-Ιάσων Σιούρης, and Αλέξανδρος Καραγρηγορίου. Use of FIGARCH Models in Expected Shortfall. 2017.
MLA (9th ed.) CitationSiouris, George-Jason, et al. Use of FIGARCH Models in Expected Shortfall. 2017.
Warning: These citations may not always be 100% accurate.