Mohamed, M. A. Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory: Evidence from Malaysian stock market.
توثيق أسلوب شيكاغو (الطبعة السابعة عشر)Mohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.
توثيق جمعية اللغة المعاصرة MLA (الطبعة الثامنة)Mohamed, Mohamed Amraja. Empirical Analysis of VaR and CVaR by the Utilization of GARCH Models and Extreme Value Theory: Evidence from Malaysian Stock Market.
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