APA (7th ed.) Citation

Dimitriadis, T., Liu, X., & Schnaitmann, J. (2023). Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary. Journal of financial econometrics, 21(2), . https://doi.org/10.1093/jjfinec/nbab004

Chicago Style (17th ed.) Citation

Dimitriadis, Timo, Xiaochun Liu, and Julie Schnaitmann. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary." Journal of Financial Econometrics 21, no. 2 (2023). https://doi.org/10.1093/jjfinec/nbab004.

MLA (9th ed.) Citation

Dimitriadis, Timo, et al. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary." Journal of Financial Econometrics, vol. 21, no. 2, 2023, https://doi.org/10.1093/jjfinec/nbab004.