Bień‐Barkowska, K. (2024). Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models. Applied Stochastic Models in Business & Industry, 40(2), 262. https://doi.org/10.1002/asmb.2759
Chicago Style (17th ed.) CitationBień‐Barkowska, Katarzyna. "Forecasting Extreme Negative Returns in Gold and Silver: A Discrete‐duration Approach to POT Models." Applied Stochastic Models in Business & Industry 40, no. 2 (2024): 262. https://doi.org/10.1002/asmb.2759.
MLA (9th ed.) CitationBień‐Barkowska, Katarzyna. "Forecasting Extreme Negative Returns in Gold and Silver: A Discrete‐duration Approach to POT Models." Applied Stochastic Models in Business & Industry, vol. 40, no. 2, 2024, p. 262, https://doi.org/10.1002/asmb.2759.