引用问题

Question

要获取 bib 文件中所引用的所有条目，您只需使用命令即可\nocite{*}。

您没有告诉我们您遇到了哪些错误，但是您的 bib 文件中的以下条目存在 3 个错误：

@article{PRITSKER2006561,
    title = "The hidden dangers of historical simulation",
    journal = "Journal of Banking \& Finance",   <==========================

@ARTICLE{perigon,
    title = {The level and quality of Value-at-Risk disclosure by commercial banks},
    author = {Pérignon, Christophe and Smith, Daniel},
    year = {2010},
    journal = {Journal of Banking \& Finance},  <==========================

@article{Riskmetrics,
    title = "RISKMETRICS. Risk management: a practical guide. 1st Edition. NewYork: RMG",  <==========================
    year = "1999",}

在前两个条目中，您必须&使用\:进行掩饰\&。在第三个条目中缺少结尾"。请完全更正此条目！

因此，使用以下 MWE（包filecontents仅用于获取可编译的 MWE）

\RequirePackage{filecontents}
\begin{filecontents*}{\jobname.bib}
@article{NIETO2016475,
title = "Frontiers in VaR forecasting and backtesting",
journal = "International Journal of Forecasting",
volume = "32",
number = "2",
pages = "475 - 501",
year = "2016",
issn = "0169-2070",
doi = "https://doi.org/10.1016/j.ijforecast.2015.08.003",
url = "http://www.sciencedirect.com/science/article/pii/S016920701500120X",
author = "Maria Rosa Nieto and Esther Ruiz"
}

@article{article,
    author = {Haas, Markus},
    year = {2006},
    month = {01},
    pages = {},
    title = {Improved Duration-Based Backtesting of Value-at-Risk},
    volume = {8},
    booktitle = {Journal of Risk}
}

@article{PRITSKER2006561,
    title = "The hidden dangers of historical simulation",
    journal = "Journal of Banking \& Finance",
    volume = "30",
    number = "2",
    pages = "561 - 582",
    year = "2006",
    note = "Risk Management and Optimization in Finance",
    issn = "0378-4266",
    doi = "https://doi.org/10.1016/j.jbankfin.2005.04.013",
    url = "http://www.sciencedirect.com/science/article/pii/S037842660500083X",
    author = "Matthew Pritsker",
}

@ARTICLE{perigon,
    title = {The level and quality of Value-at-Risk disclosure by commercial banks},
    author = {Pérignon, Christophe and Smith, Daniel},
    year = {2010},
    journal = {Journal of Banking \& Finance},
    volume = {34},
    number = {2},
    pages = {362-377},}

@book{jorion2001value,
    title={Value at Risk: The New Benchmark for Managing Financial Risk},
    author={Jorion, P.},
    isbn={9780071355025},
    lccn={00033239},
    series={MacGraw-Hill international editions: Finance series},
    url={https://books.google.de/books?id=S2SsFblvUdMC},
    year={2001},
    publisher={McGraw-Hill}
}

@article{BOLLERSLEV1986307,
    title = "Generalized autoregressive conditional heteroskedasticity",
    journal = "Journal of Econometrics",
    volume = "31",
    number = "3",
    pages = "307 - 327",
    year = "1986",
    issn = "0304-4076",
    doi = "https://doi.org/10.1016/0304-4076(86)90063-1",
    url = "http://www.sciencedirect.com/science/article/pii/0304407686900631",
    author = "Tim Bollerslev"
}

@article{Riskmetrics,
    title = " RISKMETRICS. Risk management: a practical guide. 1st Edition. NewYork: RMG",
    year = "1999",}

@mastersthesis{Nieppola,
    title={Backtesting Value-at-Risk Models},
    author={Nieppola, Olli},
    year={2009},
    language={en},
    pages={78},
    type={G2 Pro gradu, diplomityö},
    url={http://urn.fi/URN:NBN:fi:aalto-201111151093},
}

@article{haas2001new,
    title={New methods in backtesting},
    author={Haas, Marcus},
    year={2001}
}

@article{campbell2005review,
    title={A review of backtesting and backtesting procedures},
    author={Campbell, Sean D and others},
    year={2005},
    publisher={Divisions of Research \& Statistics and Monetary Affairs, Federal Reserve Board}
}

@article{christoffersen2004backtesting,
    title={Backtesting value-at-risk: A duration-based approach},
    author={Christoffersen, Peter and Pelletier, Denis},
    journal={Journal of Financial Econometrics},
    volume={2},
    number={1},
    pages={84--108},
    year={2004},
    publisher={Oxford University Press}
}

@article{christoffersen1998evaluating,
    title={Evaluating interval forecasts},
    author={Christoffersen, Peter F},
    journal={International economic review},
    pages={841--862},
    year={1998},
    publisher={JSTOR}
}

@article{pajhede2017backtesting,
    title={Backtesting Value-at-Risk: A Generalized Markov Test},
    author={Pajhede, Thor},
    journal={Journal of Forecasting},
    volume={36},
    number={5},
    pages={597--613},
    year={2017},
    publisher={Wiley Online Library}
}

@article{berkowitz2011evaluating,
    title={Evaluating value-at-risk models with desk-level data},
    author={Berkowitz, Jeremy and Christoffersen, Peter and Pelletier, Denis},
    journal={Management Science},
    volume={57},
    number={12},
    pages={2213--2227},
    year={2011},
    publisher={INFORMS}
}

@article{ziggel2014new,
    title={A new set of improved Value-at-Risk backtests},
    author={Ziggel, Daniel and Berens, Tobias and Wei{\ss}, Gregor NF and Wied, Dominik},
    journal={Journal of Banking \& Finance},
    volume={48},
    pages={29--41},
    year={2014},
    publisher={Elsevier}
}

@article{santos2012,
    title={A new class of independence tests for interval forecasts evaluation},
    author={Santos, P Ara{\'u}jo and Alves, MI Fraga},
    journal={Computational Statistics \& Data Analysis},
    volume={56},
    number={11},
    pages={3366--3380},
    year={2012},
    publisher={Elsevier}
}
\end{filecontents*}


\documentclass[10pt,a4paper]{article}

\usepackage{showframe}  % to visualise the typing area and margins
\usepackage{natbib}
\usepackage{hyperref}

\begin{document}

This is text with \cite{BOLLERSLEV1986307} or \citet{BOLLERSLEV1986307}.

\nocite{*} % to test all bib entrys
\bibliographystyle{plainnat} % plain 
\bibliography{\jobname}

\end{document}

您将获得以下结果：

如您所见，这里有七个警告，因为缺少几个条目的详细信息，例如期刊或作者。条目Riskmetrics需要完全重新编写...

如果您的 TeX 代码中还有我省略的其他错误，请将确切的错误消息添加到您的问题中！

Answer 1