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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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Bhattacharyya, Malay
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Full Name
Bhattacharyya, Malay
Vernacular Name
Malay Bhattacharyya
Variants
Malay Bhattacharyya
Main Affiliation
Personal Site
Email
malayb@iimb.ac.in
Scopus Author ID
Researcher ID
Biography
His academic career spans more than three decades, and he has published in academic journals and conference proceedings. His research interests include Quantitative Finance, Time Series and Extreme Value Theory.
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Type
Results 1-6 of 6 (Search time: 0.002 seconds).
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
|---|---|---|---|---|---|---|---|---|
| 1 | 2017 | Quantifying socioecomic perceptions and expectations in India | - | Ranjan, Ravi Prakash ; Bhattacharyya, Malay | ||||
| 2 | 2018 | Independent components in investor attention to energy market | - | Bhattacharyya, Malay ; Ranjan, Ravi Prakash | ||||
| 3 | 2017 | First passage time probabilities for pearson diffusion process with application to options | - | Patra, Saswat ; Bhattacharyya, Malay | ||||
| 4 | 2017 | Dynamics of memory in investor attention to energy market | - | Ranjan, Ravi Prakash ; Bhattacharyya, Malay | ||||
| 5 | 2017 | A joint volatility model for overnight and trading day returns | - | Vinu, C T ; Bhattacharyya, Malay | ||||
| 6 | 2014 | A comparison of VaR estimation procedures for Leptokurtic Index Returns | - | Bhattacharyya, Malay |