Cita APA (7a ed.)
Shaik, M., & Padmakumari, L. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
Cita Chicago Style (17a ed.)
Shaik, Muneer, y Lakshmi Padmakumari. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
Cita MLA (9a ed.)
Shaik, Muneer, y Lakshmi Padmakumari. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets.
Precaución: Estas citas no son 100% exactas.