Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu and Joseph A. M. Ottieno. Estimating Value at Risk (VaR) and Expected Shortfall Using Normal Weighted Inverse Gaussian Distributions. NRAMCS-V7 [Internet]. 2022 Aug. 5 [cited 2026 Jun. 13];:1-29. Available from: https://stm.bookpi.org/NRAMCS-V7/article/view/7946