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.
Learn More
Browsing by Author Bhattacharyya, Malay
Showing results 7 to 23 of 23
< previous
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 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 |