APA Citation

Novales Cinca, A., & García Jorcano, L. (2019). Backtesting extreme value theory models of expected shortfall.

Chicago Style Citation

Novales Cinca, Alfonso, and Laura García Jorcano. Backtesting Extreme Value Theory Models of Expected Shortfall. 2019.

MLA Citation

Novales Cinca, Alfonso, and Laura García Jorcano. Backtesting Extreme Value Theory Models of Expected Shortfall. 2019.

Warning: These citations may not always be 100% accurate.