APA Citation

Liao, R., Boonyakunakorn, P., & Sriboonchiita, S. (2020). VaR of SSE returns based on Bayesian markov-switching GARCH approach.

Chicago Style Citation

Liao, Ruofan, Petchaluck Boonyakunakorn, and Songsak Sriboonchiita. VaR of SSE Returns Based On Bayesian Markov-switching GARCH Approach. 2020.

MLA Citation

Liao, Ruofan, Petchaluck Boonyakunakorn, and Songsak Sriboonchiita. VaR of SSE Returns Based On Bayesian Markov-switching GARCH Approach. 2020.

Warning: These citations may not always be 100% accurate.