Browsing by Subject Value at risk
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2018 | Relative efficiency of Component GARCH-EVT approach in managing intraday market risk | Paul, Samit; Karmakar, Madhusudan |
Issue Date | Title | Author(s) |
---|---|---|
2018 | Relative efficiency of Component GARCH-EVT approach in managing intraday market risk | Paul, Samit; Karmakar, Madhusudan |