Das, Atanu, Pramatha Nath Basu, and Tapan Kumar Ghosal. “Stochastic Volatility Model for Indian Security Indices: VaR Estimation and Backtesting”. Indian Journal of Finance 3, no. 9 (September 1, 2009): 43–47. Accessed January 19, 2026. https://amcpl6journalsfinal.srels.org/index.php/IJF/article/view/71585.