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Modelling Value At Risk

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dc.contributor.advisor NAIK-NIMBALKAR, UTTARA en_US
dc.contributor.author LAKSHMAN, TEJA en_US
dc.date.accessioned 2019-05-10T08:16:15Z
dc.date.available 2019-05-10T08:16:15Z
dc.date.issued 2019-04 en_US
dc.identifier.uri http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2953
dc.description.abstract Study different risk measures, modelling using time series models(GARCH) en_US
dc.language.iso en en_US
dc.subject 2019
dc.subject Time Series Analysis en_US
dc.subject Financial Risk en_US
dc.title Modelling Value At Risk en_US
dc.type Thesis en_US
dc.type.degree BS-MS en_US
dc.contributor.department Interdisciplinary en_US
dc.contributor.registration 20131111 en_US


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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

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