“Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical
analysis based on BRICS and US stock markets”
AUTHORS
Muneer Shaik
Lakshmi Padmakumari
ARTICLE INFO
Muneer Shaik and Lakshmi Padmakumari (2022). Value-at-risk (VAR) estimation
and backtesting during COVID-19: Empirical analysis based on BRICS and US
stock markets. Investment Management and Financial Innovations, 19(1), 51-63.
doi:10.21511/imfi.19(1).2022.04
DOI http://dx.doi.org/10.21511/imfi.19(1).2022.04
RELEASED ON Monday, 31 January 2022
RECEIVED ON Thursday, 11 November 2021
ACCEPTED ON Monday, 24 January 2022
LICENSE This work is licensed under a Creative Commons Attribution 4.0 International
License
JOURNAL "Investment Management and Financial Innovations"
ISSN PRINT 1810-4967
ISSN ONLINE 1812-9358
PUBLISHER LLC “Consulting Publishing Company “Business Perspectives”
FOUNDER LLC “Consulting Publishing Company “Business Perspectives”
NUMBER OF REFERENCES
34
NUMBER OF FIGURES
3
NUMBER OF TABLES
3
© The author(s) 2022. This publication is an open access article.
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