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Value-at-risk prediction using context modeling

(2001) EUROPEAN PHYSICAL JOURNAL B. 20(4). p.481-492
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Chicago
Denecker, Koen, Steven Van Assche, John Crombez, Rudi Vander Vennet, and Ignace Lemahieu. 2001. “Value-at-risk Prediction Using Context Modeling.” European Physical Journal B 20 (4): 481–492.
APA
Denecker, K., Van Assche, S., Crombez, J., Vander Vennet, R., & Lemahieu, I. (2001). Value-at-risk prediction using context modeling. EUROPEAN PHYSICAL JOURNAL B, 20(4), 481–492.
Vancouver
1.
Denecker K, Van Assche S, Crombez J, Vander Vennet R, Lemahieu I. Value-at-risk prediction using context modeling. EUROPEAN PHYSICAL JOURNAL B. 2001;20(4):481–92.
MLA
Denecker, Koen, Steven Van Assche, John Crombez, et al. “Value-at-risk Prediction Using Context Modeling.” EUROPEAN PHYSICAL JOURNAL B 20.4 (2001): 481–492. Print.
@article{420051,
  author       = {Denecker, Koen and Van Assche, Steven and Crombez, John and Vander Vennet, Rudi and Lemahieu, Ignace},
  issn         = {1434-6028},
  journal      = {EUROPEAN PHYSICAL JOURNAL B},
  language     = {eng},
  number       = {4},
  pages        = {481--492},
  title        = {Value-at-risk prediction using context modeling},
  volume       = {20},
  year         = {2001},
}

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