Relative efficiency of component GARCH-EVT approach in managing intraday market risk

Paul, Samit; Karmakar, Madhusudan

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/5500

Title:

Relative efficiency of component GARCH-EVT approach in managing intraday market risk

Journal:

Multinational finance journal

Authors:

Paul, Samit
Karmakar, Madhusudan

e-ISSN:

1096-1879

Document Type:

Article

Year of Publication:

2017

Open Content License:

Original URL:

http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1cpu1pje5ncv13bm31udpk1akr4.pdf

Language:

English (eng)

Citation:

Paul, Samit/Karmakar, Madhusudan (2017). Relative efficiency of component GARCH-EVT approach in managing intraday market risk. In: Multinational finance journal 21 (4), S. 247 - 283.
http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1cpu1pje5ncv13bm31udpk1akr4.pdf.

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Multinational finance journal

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