David Ardia, Kris Boudt, Leopoldo Catania, “Downside Risk Evaluation with the R Package GAS”, R Journal, 2018, 10(2), 410-421, https://doi.org/10.32614/RJ-2018-064
BibTeX
@article{RJ-2018-064,
author = {David Ardia and Kris Boudt and Leopoldo Catania},
title = {Downside Risk Evaluation with the R Package GAS},
journal = {R Journal},
year = {2018},
volume = {10},
issue = {2},
pages = {410-421},
note = {https://journal.r-project.org/articles/RJ-2018-064/}
}