Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures.

MLA

Molina, Muñoz, Enrique, et al. “Backtesting Expected Shortfall for World Stock Index ETFs with Extreme Value Theory and Gram–Charlier Mixtures.” International Journal of Finance & Economics, vol. 26, no. 3, July 2021, pp. 4163–89. EBSCOhost, https://doi.org/10.1002/ijfe.2009.

APA

Molina, M. E., Mora, V. A., & Perote, J. (2021). Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures. International Journal of Finance & Economics, 26(3), 4163–4189. https://doi.org/10.1002/ijfe.2009

Chicago

Molina, Muñoz, Enrique, Valencia, Andrés Mora, and Javier Perote. 2021. “Backtesting Expected Shortfall for World Stock Index ETFs with Extreme Value Theory and Gram–Charlier Mixtures.” International Journal of Finance & Economics 26 (3): 4163–89. doi:10.1002/ijfe.2009.