Analysis of the Performance of VAR Models as a tool for Market Risk

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Title

Analysis of the Performance of VAR Models as a tool for Market Risk

Subject

CUIM

Description

The International Journals Research Journal of Social Science & Management Vol.2, No.10 pp.74-83. ISSN No. 2251-1571

Creator

Anirban Ghatak

Publisher

The International Journals Research Journal of Social Science & Management

Date

Language

English

Citation

Anirban Ghatak, “Analysis of the Performance of VAR Models as a tool for Market Risk,” CHRIST (Deemed To Be University) Institutional Repository, accessed December 27, 2024, https://archives.christuniversity.in/items/show/765.

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