Browsing by Author Bhattacharyya, Malay
Showing results 15 to 23 of 23
< previous
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
---|---|---|---|---|---|---|---|
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 |