Drudi, F., Generale, A., & Majnoni, G. (1997). Sensitivity of VaR measures to different risk models. [Roma]: Banca d'Italia.
Chicago Style CitationDrudi, Francesco, Andrea Generale, and Giovanni Majnoni. Sensitivity of VaR Measures to Different Risk Models. [Roma]: Banca d'Italia, 1997.
MLA CitationDrudi, Francesco, Andrea Generale, and Giovanni Majnoni. Sensitivity of VaR Measures to Different Risk Models. [Roma]: Banca d'Italia, 1997.
Warning: These citations may not always be 100% accurate.