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Issue Date
Title
Author(s)
Apr-2019
Modelling Value At Risk
NAIK-NIMBALKAR, UTTARA
;
LAKSHMAN, TEJA
;
Interdisciplinary
;
20131111
May-2023
Comparison of different types of volatility models for NIFTY50 index
PANT, ANIRUDDHA
;
ARORA, TUSHAR
;
Dept. of Mathematics
;
20202022
May-2011
Information entropic measures applied to multivariate fractional brownian motion
SANTHANAM, M. S.
;
ANAND, VIVEK
;
Dept. of Mathematics
;
Dept. of Physics
;
20061039
Discover
Author
1
ANAND, VIVEK
1
ARORA, TUSHAR
1
LAKSHMAN, TEJA
Subject
1
2011
1
2019
1
Algorithmic Trading
1
ARMA GARCH Modelling
1
Financial Mathematics
1
Financial Risk
1
Long Memory
1
Markov Switching Models
1
Mean Reversion
Date issued
1
2020 - 2023
2
2011 - 2019