Mohamed, M. A. Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory: Evidence from Malaysian stock market.
Chicago Style (17th ed.) CitationMohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.
MLA (8th ed.) CitationMohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.
Warning: These citations may not always be 100% accurate.