Shaik, M., & Padmakumari, L. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
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Chicago Style (17th ed.) Citation
Shaik, Muneer, and Lakshmi Padmakumari. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
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MLA (9th ed.) Citation
Shaik, Muneer, and Lakshmi Padmakumari. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
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Warning: These citations may not always be 100% accurate.