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VAR model
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Karmakar, Madhusudan
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Chakraborty, Madhumita
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Khadotra, Ravi
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Lalwani, Vaibhav
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Paul, Samit
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Sharma, Udayan
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IIMB management review
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International journal of forecasting
1
Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Investor reaction to extreme price shocks in stock markets : a cross country examination
Lalwani, Vaibhav
;
Sharma, Udayan
;
Chakraborty, Madhumita
- In:
IIMB management review
31
(
2019
)
3
,
pp. 258-267
Persistent link: https://www.econbiz.de/10012131773
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2
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
3
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
4
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
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