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
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
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
999 _c25514
_d25514