Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
Learn More
Browsing by Subject Johnson SU
Showing results 1 to 2 of 2
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2012 | A comparison of VaR estimation procedures for Leptokurtic equity index returns | - | Bhattacharyya, Malay ; Ramkumar, Siddarth Madhav | Journal of Mathematical Finance | Vol.2 | Iss.1 | 13-30p. |
| 2014 | A comparison of VaR estimation procedures for Leptokurtic Index Returns | - | Bhattacharyya, Malay |