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.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .