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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject GARCH
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| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2012 | A comparison of VaR estimation procedures for Leptokurtic equity index returns | - | Bhattacharyya, Malay ; Ramkumar, Siddarth Madhav | Journal of Mathematical Finance | Vol.2 | Iss.1 | 13-30p. |
| 2014 | A comparison of VaR estimation procedures for Leptokurtic Index Returns | - | Bhattacharyya, Malay | ||||
| 2008 | Conditional VaR using EVT: towards a planned margin scheme | - | Ritolia, Gopal ; Bhattacharyya, Malay | International Review of Financial Analysis | Vol.17 | Iss.2 | 382-395p. |