APA (7th ed.) Citation

Quismorio, B. A., & Bautista, C. C. A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices: An Extreme Value Theory (EVT) - Copula approach.

Chicago Style (17th ed.) Citation

Quismorio, Brenda A., and Carlos C. Bautista. A Measure of Value-at-risk (VaR) for Fat-tailed Distributed Philippine Stock Index and Philippine Portfolios with Selected International Stock Indices: An Extreme Value Theory (EVT) - Copula Approach.

MLA (9th ed.) Citation

Quismorio, Brenda A., and Carlos C. Bautista. A Measure of Value-at-risk (VaR) for Fat-tailed Distributed Philippine Stock Index and Philippine Portfolios with Selected International Stock Indices: An Extreme Value Theory (EVT) - Copula Approach.