Khemawanit, K., & Tansuchat, R. (2018). The analysis of Value at Risk for precious metal returns by applying extreme value theory, copula model and GARCH model.
Chicago Style CitationKhemawanit, Kritsana, and Roengchai Tansuchat. The Analysis of Value At Risk for Precious Metal Returns By Applying Extreme Value Theory, Copula Model and GARCH Model. 2018.
MLA引文Khemawanit, Kritsana, and Roengchai Tansuchat. The Analysis of Value At Risk for Precious Metal Returns By Applying Extreme Value Theory, Copula Model and GARCH Model. 2018.
警告:這些引文格式不一定是100%准確.