Koh, Y. B. (2019). Model selection based on value-at-risk backtests approach for GARCH-type models.
Chicago Style (17th ed.) CitationKoh, You Beng. Model Selection Based on Value-at-risk Backtests Approach for GARCH-type Models. 2019.
MLA (9th ed.) CitationKoh, You Beng. Model Selection Based on Value-at-risk Backtests Approach for GARCH-type Models. 2019.
Warning: These citations may not always be 100% accurate.