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Measuring the Effectiveness of VaR in Indian Stock Market

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Figure

Table 1.1- Estimated VaR for Nifty 50 Sectoral Indices (2007-2017)
Table 1.2-VaR test results for various VaR Technique at 99%,95% Confidence levels for Nifty Sectoral Indices
Table 1.3- VaR test results for various VaR Technique at 99%,95% Confidence levels for Nifty Sectoral Indices
Table 1.4- VaR Duration test for various VaR technique at 99%,95% Confidence level for Nifty Sectoral Indices
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