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Restricted accessResearch articleFirst published March, 2016

Value-at-Risk Estimation of Foreign Exchange Rate Risk in India

Onkar Shivraj Swami, Santosh Kumar Pandey, Puneet Pancholy

Asia-Pacific Journal of Management Research and Innovation

Restricted accessResearch articleFirst published August, 2019

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Soumya Guha Deb

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published April, 2024

Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory

Aditya Banerjee, Samit Paul

Global Business Review

Restricted accessResearch articleFirst published 2025

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha [...]

Global Business Review

Search results

Articles (4)

Journals (0)

1-4 of 4 results for VaR backtesting

Sort by:

Relevance

Select all

Sort by:

Relevance

Restricted accessResearch articleFirst published March, 2016

Value-at-Risk Estimation of Foreign Exchange Rate Risk in India

Onkar Shivraj Swami, Santosh Kumar Pandey, Puneet Pancholy

Asia-Pacific Journal of Management Research and Innovation

Restricted accessResearch articleFirst published August, 2019

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Soumya Guha Deb

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published April, 2024

Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory

Aditya Banerjee, Samit Paul

Global Business Review

Restricted accessResearch articleFirst published 2025

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha [...]

Global Business Review