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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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Browsing by Author Bhattacharyya, Malay
Showing results 16 to 23 of 23
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| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 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 |