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Impact of non-normal return an...
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Impact of non-normal return and market capitalization on estimation of VaR
Bibliographic Details
Main Authors:
Pankaj, Sinha
,
Shalini, Agnihotri
Format:
text
Language:
eng
Published:
Emerald
2015
Subjects:
GARCH,Value at risk (VaR),CVaR,Market capitalization,Non-normality,G1, C1, C5, G2
Holdings
Description
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