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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
Fulltext
Results 1-4 of 4 (Search time: 0.001 seconds).
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
|---|---|---|---|---|---|---|---|---|
| 1 | 2012 | A comparison of VaR estimation procedures for Leptokurtic equity index returns | - | Bhattacharyya, Malay ; Ramkumar, Siddarth Madhav | Journal of Mathematical Finance | Vol.2 | Iss.1 | 13-30p. |
| 2 | 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. | |
| 3 | 2018 | Does investor attention to energy stocks exhibit power law? | - | Prakash Ranjan, Ravi ; Bhattacharyya, Malay | Energy Economics | Vol.75 | 573-582p. | |
| 4 | 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. |