Martins-Filho, C., Yao, F., & Torero, M. (2012). Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory.
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Chicago Style (17th ed.) Citation
Martins-Filho, Carlos, Feng Yao, and Máximo Torero. Nonparametric Estimation of Conditional Value-at-risk and Expected Shortfall Based on Extreme Value Theory. 2012.
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MLA (9th ed.) Citation
Martins-Filho, Carlos, et al. Nonparametric Estimation of Conditional Value-at-risk and Expected Shortfall Based on Extreme Value Theory. 2012.
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Warning: These citations may not always be 100% accurate.