APA (7th ed.) Citation

Da Veiga, B., Chan, F., McAleer, M., & Zerger, A. (2005). It pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds. Modelling and Simulation Society of Australia and New Zealand.

Chicago Style (17th ed.) Citation

Da Veiga, Bernardo, Felix Chan, M. McAleer, and Andre Zerger. It Pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds. Modelling and Simulation Society of Australia and New Zealand, 2005.

MLA (9th ed.) Citation

Da Veiga, Bernardo, et al. It Pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds. Modelling and Simulation Society of Australia and New Zealand, 2005.