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Value-at-Risk Estimation of Equity Market Risk in India Cover

Value-at-Risk Estimation of Equity Market Risk in India

Acta Universitatis Sapientiae, Economics and Business
Volume 9 (2021): Issue 1 (September 2021)
By: Jitender  
Open Access
|Sep 2021

Authors

Jitender

jitendergame@gmail.com

School of Economics, University of Hyderabad, Hyderabad, India
DOI: https://doi.org/10.2478/auseb-2021-0001 | Journal eISSN: 2360-0047
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Language: English
Page range: 1 - 24
Published on: Sep 27, 2021
Published by: Sapientia Hungarian University of Transylvania
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
value-at-risk (VaR),
equity market risk,
variance–covariance,
historical simulation,
financial risk management
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures

© 2021 Jitender, published by Sapientia Hungarian University of Transylvania
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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