APA (7th ed.) Citation

Bayer, S., & Dimitriadis, T. (2022). Regression-based expected shortfall backtesting. Journal of financial econometrics, 20(3), . https://doi.org/10.1093/jjfinec/nbaa013

Chicago Style (17th ed.) Citation

Bayer, Sebastian, and Timo Dimitriadis. "Regression-based Expected Shortfall Backtesting." Journal of Financial Econometrics 20, no. 3 (2022). https://doi.org/10.1093/jjfinec/nbaa013.

MLA (9th ed.) Citation

Bayer, Sebastian, and Timo Dimitriadis. "Regression-based Expected Shortfall Backtesting." Journal of Financial Econometrics, vol. 20, no. 3, 2022, https://doi.org/10.1093/jjfinec/nbaa013.