Munich Personal RePEc Archive

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Number of items: 3.

10 March 2014

Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.

28 July 2014

Sinha, Pankaj and Agnihotri, Shalini (2014): Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH.

30 September 2015

Sinha, Pankaj and Agnihotri, Shalini (2015): Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM.

This list was generated on Tue Nov 21 20:13:31 2017 CET.
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