APA引文

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.) Citation

Mohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.

MLA引文

Mohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.

警告：這些引文格式不一定是100％准確.