APA (7th ed.) Citation

(2012). Estimating portfolio value at risk with GARCH and MGARCH models.

Chicago Style (17th ed.) Citation

Estimating Portfolio Value at Risk with GARCH and MGARCH Models. 2012.

MLA (8th ed.) Citation

Estimating Portfolio Value at Risk with GARCH and MGARCH Models. 2012.

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