Value at risk models in Indian markets a predictive ability evaluation study

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Veröffentlicht in:Theoretical economics letters
1. Verfasser: Goel, Kushagra (VerfasserIn)
Weitere Verfasser: Oswal, Sunny (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Value-at-Risk > Monte Carlo Simulation > Implied Volatility > Historical Based Approach > Aufsatz in Zeitschrift
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