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Contemporary financial risk management : the role of value at risk (VAR) models ; an academic perspective
Bhattacharyya, Malay, (2008)
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns
Bhattacharyya, Malay, (2012)
How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure
Patra, Saswat, (2020)