| 000 | 00850nab a2200265 4500 | ||
|---|---|---|---|
| 005 | 20180801143744.0 | ||
| 008 | 180801b xxu||||| |||| 00| 0 eng d | ||
| 100 | _aPrateek Bedi | ||
| 245 |
_aComparison of VaR Methods _bThe Case of Indian Equities |
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| 300 | _aPages : 24-36 | ||
| 650 | _aBacksting | ||
| 650 | _aHistorical VaR | ||
| 650 | _aKupiec's POF Test | ||
| 650 | _aGARCH (1,1) | ||
| 650 | _aVaR | ||
| 650 | _aVolatility Weighted Historical Simulation VaR | ||
| 650 | _aNormal VaR | ||
| 650 | _aValue at Risk | ||
| 700 | _aDevesh Shankar | ||
| 700 | _aShalini Agnihotri | ||
| 700 | _aJappanjyot Kaur Kalra | ||
| 942 |
_2ddc _cJR |
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| 300 | _bInclude Tables and Content | ||
| 773 | 0 |
_025402 _935464 _dNew Delhi: Satya Gilani on behalf of Associated Management Consultants, 2018. _tIndian Journal of Finance, V.12 N.1 _x09738711 |
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| 999 |
_c25514 _d25514 |
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