Cite
Bayesian Value-at-Risk with product partition models.
MLA
Bormetti, Giacomo, et al. “Bayesian Value-at-Risk with Product Partition Models.” Quantitative Finance, vol. 12, no. 5, May 2012, pp. 769–80. EBSCOhost, https://doi.org/10.1080/14697680903512786.
APA
Bormetti, G., De Giuli, M., Delpini, D., & Tarantola, C. (2012). Bayesian Value-at-Risk with product partition models. Quantitative Finance, 12(5), 769–780. https://doi.org/10.1080/14697680903512786
Chicago
Bormetti, Giacomo, MariaElena De Giuli, Danilo Delpini, and Claudia Tarantola. 2012. “Bayesian Value-at-Risk with Product Partition Models.” Quantitative Finance 12 (5): 769–80. doi:10.1080/14697680903512786.