APA (7th ed.) Citation

Ziegel, J., Krüger, F., Jordan, A. I., & Fasciati, F. (2020). Robust forecast evaluation of expected shortfall. Journal of financial econometrics, 18(1), . https://doi.org/10.1093/jjfinec/nby035$

Chicago Style (17th ed.) Citation

Ziegel, Johanna, Fabian Krüger, Alexander I. Jordan, and Fernando Fasciati. "Robust Forecast Evaluation of Expected Shortfall." Journal of Financial Econometrics 18, no. 1 (2020). https://doi.org/10.1093/jjfinec/nby035$.

MLA (9th ed.) Citation

Ziegel, Johanna, et al. "Robust Forecast Evaluation of Expected Shortfall." Journal of Financial Econometrics, vol. 18, no. 1, 2020, https://doi.org/10.1093/jjfinec/nby035$.