Welcome to the Research @IIMB
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.
Learn More
Browsing by Subject VaR
Showing results 1 to 4 of 4
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2015 | Calculation of optimum VaR based on different stochastic volatility models | - | Rajendra, Patel Nikhil ; Das, Samyaraj | 9p. | |||
| 2020 | Evaluating GARCH-EVT based value at risk models on major US, Indian and Japanese indices | - | Yadav, Abhishek Kumar ; Kumar, Kunal | 22p. | |||
| 2020 | How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure | - | Bhattacharyya, Malay ; Patra, Saswat | Risks | Vol.8 | Iss.3 | 1-17p. |
| 2018 | Value at risk using independent component analysis. | - | Meena, Abhishek ; Varghese, Anu | 11p. |