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Rao, S. V. D. Nageswara
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Raizada, Gaurav
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International finance for infrastructure development
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Risk management : a journal of risk, crisis and disaster
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Estimation of dynamic VaR
Rao, S. V. D. Nageswara
;
Sree Vinutha V.
- In:
International finance for infrastructure development
,
(pp. 168-191)
.
2013
Persistent link: https://www.econbiz.de/10009724512
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Estimation of dynamic VaR using JSU and PIV distributions
Venkataraman, Sree Vinutha
;
Rao, S. V. D. Nageswara
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011537388
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Market risk and trading durations
Raizada, Gaurav
;
Rao, S. V. D. Nageswara
- In:
The empirical economics letters : a monthly …
18
(
2019
)
4
,
pp. 391-400
Persistent link: https://www.econbiz.de/10012312395
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