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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Fulltext
Results 1-4 of 4 (Search time: 0.002 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. |