Modelling Value At Risk

LAKSHMAN, TEJA

URI: http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2953 Date: 2019-04

Study different risk measures, modelling using time series models(GARCH)

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MS THESES [1705]
Thesis submitted to IISER Pune in partial fulfilment of the requirements for the BS-MS Dual Degree Programme/MSc. Programme/MS-Exit Programme