Mukasheva, A. (2012). Simulation based approach in evaluation of alternative VaR models in the presence of ARCH effects.
Chicago Style (17th ed.) CitationMukasheva, Aigerim. Simulation Based Approach in Evaluation of Alternative VaR Models in the Presence of ARCH Effects. 2012.
MLA (9th ed.) CitationMukasheva, Aigerim. Simulation Based Approach in Evaluation of Alternative VaR Models in the Presence of ARCH Effects. 2012.
Warning: These citations may not always be 100% accurate.