1. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets
:SHAIK, Muneer - PADMAKUMARI, Lakshmi. Value-at-risk (VAR) Estimation and Backtesting During COVID-19: Empirical Analysis Based on BRICS and US Stock Markets. In Investment Management and Financial Innovations. - Sumy : LLC "Consulting Publishing Company "Business Perspectives", 2022. ISSN 1810-4967, 2022, vol. 19, no. 1, s. 51-63.
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