Comparison of VaR Methods (Record no. 25514)

MARC details
000 -LEADER
fixed length control field 00850nab a2200265 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180801143744.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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100 ## - Editor
Personal Editor Prateek Bedi
245 ## - TITLE STATEMENT
Title Comparison of VaR Methods
Remainder of title The Case of Indian Equities
300 ## - PHYSICAL DESCRIPTION
Extent Pages : 24-36
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Backsting
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Historical VaR
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Kupiec's POF Test
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element GARCH (1,1)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element VaR
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Volatility Weighted Historical Simulation VaR
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Normal VaR
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Value at Risk
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Devesh Shankar
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Shalini Agnihotri
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Jappanjyot Kaur Kalra
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Journal Article
300 ## - PHYSICAL DESCRIPTION
Other physical details Include Tables and Content
773 0# - HOST ITEM ENTRY
Host Biblionumber 25402
Host Itemnumber 35464
Place, publisher, and date of publication New Delhi: Satya Gilani on behalf of Associated Management Consultants, 2018.
Title Indian Journal of Finance, V.12 N.1
International Standard Serial Number 09738711

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