DAS, Atanu; BASU, Pramatha Nath; GHOSAL, Tapan Kumar. Stochastic Volatility Model for Indian Security Indices: VaR Estimation and Backtesting. Indian Journal of Finance, [S. l.], v. 3, n. 9, p. 43–47, 2009. Disponível em: https://indianjournalofcomputerscience.com/index.php/IJF/article/view/71585. Acesso em: 18 jul. 2025.