Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Jump to: 54189
Number of items: 1.


Bhattacharyya, Malay and Madhav R, Siddarth (2012): A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns. Published in: Journal of Mathematical Finance , Vol. 2, No. 1 (2012): pp. 13-30.

This list was generated on Sun Dec 4 08:31:46 2022 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.