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.
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Browsing by Subject Value at Risk
Showing results 1 to 3 of 3
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2014 | A semiparametric bayesian approach to the analysis of financial time series with applications to value at risk estimation | - | Ausn, M. Concepcion ; Galeano, Pedro ; Ghosh, Pulak | European Journal of Operational Research | Vol.232 | Iss.2 | 350-358p. |
| 2019 | Effective management of performance-based contracts for sustainment dominant systems | - | Patra, Pradipta ; Dinesh Kumar, U ; Nowicki, David R ; Randall, Wesley S | International Journal of Production Economics | Vol.208 | 369-382p. | |
| 2020 | Evaluating GARCH-EVT based value at risk models on major US, Indian and Japanese indices | - | Yadav, Abhishek Kumar ; Kumar, Kunal | 22p. |