APA (7th ed.) Citation

Sia, C., Chan, F., & Weber, T. (2015). Can multivariate GARCH models really improve value-at-risk forecasts? MODELLING & SIMULATION SOC AUSTRALIA & NEW ZEALAND INC.

Chicago Style (17th ed.) Citation

Sia, C.S, Felix Chan, and T. Weber. Can Multivariate GARCH Models Really Improve Value-at-risk Forecasts? MODELLING & SIMULATION SOC AUSTRALIA & NEW ZEALAND INC, 2015.

MLA (9th ed.) Citation

Sia, C.S, et al. Can Multivariate GARCH Models Really Improve Value-at-risk Forecasts? MODELLING & SIMULATION SOC AUSTRALIA & NEW ZEALAND INC, 2015.