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Evaluation of Value-at-Risk and Conditional Value-at-Risk by Using GARCH Model in Pakistan Equity Market

Thesis Info

Access Option

External Link

Author

Najam Us Saher

Department

Department of Management Sciences

Program

MS

Institute

Capital University of Science & Technology

Institute Type

Private

City

Islamabad

Country

Pakistan

Thesis Completing Year

2019

Subject

Management Sciences

Language

English

Link

https://thesis.cust.edu.pk/UploadedFiles/MMS173030.pdf

Added

2021-02-17 19:49:13

Modified

2023-01-06 19:20:37

ARI ID

1676709487734

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