Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2006 | Dynamic max Var - applying the max Var concept to non-normal and heteroskadastic asset returns | - | Kodase, Bharat ; Misra, Nityananda | ||||
| 2009 | Max VaR for non-normal and heteroskedastic returns | - | Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat | Quantitative Finance | Vol.9 | Iss.8 | 925-935p. |
| 2006 | Study of mortgage securitization market and automation of specified pool's data request tool: to Citigroup New York | - | Kodase, Bharat | 12p. |