APA (7th ed.) Citation

Manganelli, S., & Engle, R. F. (2001). Value at risk models in finance. European Central Bank.

Chicago Style (17th ed.) Citation

Manganelli, Simone, and Robert F. Engle. Value at Risk Models in Finance. Frankfurt am Main: European Central Bank, 2001.

MLA (9th ed.) Citation

Manganelli, Simone, and Robert F. Engle. Value at Risk Models in Finance. European Central Bank, 2001.