Browsing by Author Bhattacharyya, Malay
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Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
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2008 | Conditional VaR estimation using Pearson's type IV distribution | - | Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav | European Journal of Operational Research | Vol.191 | Iss.2 | 386-397p. |
2008 | Conditional VaR using EVT: towards a planned margin scheme | - | Ritolia, Gopal ; Bhattacharyya, Malay | International Review of Financial Analysis | Vol.17 | Iss.2 | 382-395p. |
2008 | Contemporary financial risk management: discussion | - | Bhattacharyya, Malay | IIMB Management Review | Vol.20 | Iss.3 | 297-310p. |
2008 | Contemporary financial risk management: the role of Value at Risk (VAR) Models. | - | Bhattacharyya, Malay | IIMB Management Review | Vol.20 | Iss.3 | 292-296p. |
2019 | Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? | - | Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay | North American Journal of Economics and Finance | Vol.48 | 1-19p. | |
2018 | Does investor attention to energy stocks exhibit power law? | - | Prakash Ranjan, Ravi ; Bhattacharyya, Malay | Energy Economics | Vol.75 | 573-582p. | |
2021 | Does volume really matter? A risk management perspective using cross-country evidence | - | Bhattacharyya, Malay ; Patra, Saswat | International Journal of Finance and Economics | Vol.26 | Iss.1 | 118-135p. |
2017 | Dynamics of memory in investor attention to energy market | - | Ranjan, Ravi Prakash ; Bhattacharyya, Malay | ||||
2017 | First passage time probabilities for pearson diffusion process with application to options | - | Patra, Saswat ; Bhattacharyya, Malay | ||||
2020 | How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure | - | Bhattacharyya, Malay ; Patra, Saswat | Risks | Vol.8 | Iss.3 | 1-17p. |
2018 | Independent components in investor attention to energy market | - | Bhattacharyya, Malay ; Ranjan, Ravi Prakash | ||||
2005 | Linking quality function deployment with conjoint study for new product development process | - | Chaudhuri, Atanu ; Bhattacharyya, Malay | Vol.2005 | 396-401p. | ||
2009 | Max VaR for non-normal and heteroskedastic returns | - | Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat | Quantitative Finance | Vol.9 | Iss.8 | 925-935p. |
2022 | Oil price shocks and emerging stock markets revisited | - | Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay | International Journal of Emerging Markets | Vol.17 | 32p.; 1583-1614p. | |
2009 | Optimal sampling frequency for volatility forecast models for the Indian stock markets | - | Bhattacharyya, Malay ; Dileep, Kumar M ; Kumar, Ramesh | Journal of Forecasting | Vol.28 | Iss.1 | 38-54p. |
2018 | Output and stock prices: new evidence from the robust wavelet approach | - | Tiwari, Aviral Kumar ; Bhattacharyya, Malay ; Das, Debojyoti ; Shahbaz, Muhammad | Finance Research Letters | Vol.27 | 154-160p. | |
2017 | Quantifying socioecomic perceptions and expectations in India | - | Ranjan, Ravi Prakash ; Bhattacharyya, Malay |