Cite
HARVARD Citation
Baig, A. et al. (2022). Estimating value‐at‐risk models for non‐conventional equity market index. Review of financial economics. 40 (1), pp. 63-76. [Online].
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Baig, A. et al. (2022). Estimating value‐at‐risk models for non‐conventional equity market index. Review of financial economics. 40 (1), pp. 63-76. [Online].