TY  - SER
AU  - Prateek Bedi
AU  - Devesh Shankar
AU  - Shalini Agnihotri
AU  - Jappanjyot Kaur Kalra
TI  - Comparison of VaR Methods: The Case of Indian Equities
KW  - Backsting
KW  - Historical VaR
KW  - Kupiec's POF Test
KW  - GARCH (1,1)
KW  - VaR
KW  - Volatility Weighted Historical Simulation VaR
KW  - Normal VaR
KW  - Value at Risk
ER  -