Ozun, Alper; Cifter, Atilla - In: The IUP Journal of Financial Economics V (2007) 3, pp. 28-41
Financial modeling in developing markets requires dynamic and complex algorithms, which enable investors to estimate extremes in the returns arising from the chaotic characteristics of those markets. In this research paper, the value-at-risk (VaR) of a portfolio consists of Bombay Stock Exchange...