Liquidity adjustment in Value at Risk (VaR) model : evidence from the Indian debt market
Sunando Roy
| Year of publication: |
2004
|
|---|---|
| Authors: | Roy, Sunando |
| Published in: |
Occasional papers / Reserve Bank of India. - Mumbai, ISSN 0972-7493, ZDB-ID 2077106-X. - Vol. 25.2004, 1/2/3, p. 1-16
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Risiko | Risk | Regulierung | Regulation | Indien | India | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 15 - 16 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003310217