Backtesting of value at risk methodology : analysis of banking shares in India
Biswajit Patra; Puja Padhi
| Year of publication: |
2015
|
|---|---|
| Authors: | Patra, Biswajit ; Padhi, Puja |
| Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 9.2015, 3, p. 254-277
|
| Subject: | Value at Risk | Backtesting | BANKEX | Asymmetric Volatility | Long Memory | Risikomaß | Risk measure | Indien | India | Volatilität | Volatility | Bank | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Bankrisiko | Bank risk | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011400407