APA (7th ed.) Citation

Huang, C., Huang, K., Hammujuddy, J., & Chinhamu, K. (2022). Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models. South African Statistical Association.

Chicago Style (17th ed.) Citation

Huang, Chun-Kai, Karl Huang, Jahvaid Hammujuddy, and Knowledge Chinhamu. Optimal Window Size Detection in Value-at-Risk Forecasting: A Case Study on Conditional Generalised Hyperbolic Models. South African Statistical Association, 2022.

MLA (9th ed.) Citation

Huang, Chun-Kai, et al. Optimal Window Size Detection in Value-at-Risk Forecasting: A Case Study on Conditional Generalised Hyperbolic Models. South African Statistical Association, 2022.