Journal of Mathematical Finance
Vol.2 No.1(2012), Paper ID 17584, 18 pages
DOI:10.4236/jmf.2012.21002
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns
Malay Bhattacharyya, Siddarth Madhav R
Indian Institute of Management Bangalore, Bangalore, India Barclays Capital, New York, USA
Copyright © 2012 Malay Bhattacharyya, Siddarth Madhav R et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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