1. IIMB-
  2. Research Outputs

Browsing by Author Bhattacharyya, Malay


Or, select a letter below to browse by last name
0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 20 of 23  next >
Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
2009A combined QFD and Fuzzy integer programming framework to determine attribute levels for conjoint study-Bhattacharyya, Malay ; Chaudhuri, Atanu 245-258p.
2009A combined QFD and integer programming framework to determine attribute levels for conjoint study-Chaudhuri, Atanu ; Bhattacharyya, Malay International Journal of Production ResearchVol.47Iss.236633-6649p.
2012A comparison of VaR estimation procedures for Leptokurtic equity index returns-Bhattacharyya, Malay ; Ramkumar, Siddarth Madhav Journal of Mathematical FinanceVol.2Iss.113-30p.
2014A comparison of VaR estimation procedures for Leptokurtic Index Returns-Bhattacharyya, Malay 
2017A joint volatility model for overnight and trading day returns-Vinu, C T ; Bhattacharyya, Malay 
10-Apr-2019A new mathematical model for stock price-Bhattacharyya, Malay 
2008Conditional VaR estimation using Pearson's type IV distribution-Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav European Journal of Operational ResearchVol.191Iss.2386-397p.
2008Conditional VaR using EVT: towards a planned margin scheme-Ritolia, Gopal ; Bhattacharyya, Malay International Review of Financial AnalysisVol.17Iss.2382-395p.
2008Contemporary financial risk management: discussion-Bhattacharyya, Malay IIMB Management ReviewVol.20Iss.3297-310p.
2008Contemporary financial risk management: the role of Value at Risk (VAR) Models.-Bhattacharyya, Malay IIMB Management ReviewVol.20Iss.3292-296p.
2019Do 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 FinanceVol.481-19p.
2018Does investor attention to energy stocks exhibit power law?-Prakash Ranjan, Ravi ; Bhattacharyya, Malay Energy EconomicsVol.75573-582p.
2021Does volume really matter? A risk management perspective using cross-country evidence-Bhattacharyya, Malay ; Patra, Saswat International Journal of Finance and EconomicsVol.26Iss.1118-135p.
2017Dynamics of memory in investor attention to energy market-Ranjan, Ravi Prakash ; Bhattacharyya, Malay 
2017First passage time probabilities for pearson diffusion process with application to options-Patra, Saswat ; Bhattacharyya, Malay 
2020How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure-Bhattacharyya, Malay ; Patra, Saswat RisksVol.8Iss.31-17p.
2018Independent components in investor attention to energy market-Bhattacharyya, Malay ; Ranjan, Ravi Prakash 
2005Linking quality function deployment with conjoint study for new product development process-Chaudhuri, Atanu ; Bhattacharyya, Malay Vol.2005396-401p.
2009Max VaR for non-normal and heteroskedastic returns-Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat Quantitative FinanceVol.9Iss.8925-935p.
2022Oil price shocks and emerging stock markets revisited-Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay International Journal of Emerging MarketsVol.1732p.; 1583-1614p.
Showing results 1 to 20 of 23  next >