Chen, H. (2016). An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets.
Chicago Style (17th ed.) CitationChen, Hsiao-Ling. An Empirical Analysis of Value at Risk and Expected Shortfall in CDS and Equity Markets. 2016.
MLA (9th ed.) CitationChen, Hsiao-Ling. An Empirical Analysis of Value at Risk and Expected Shortfall in CDS and Equity Markets. 2016.
Warning: These citations may not always be 100% accurate.