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Full Name
Bhattacharyya, Malay
Vernacular Name
Malay Bhattacharyya
 
Variants
Malay Bhattacharyya
 
 
 
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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Results 1-13 of 13 (Search time: 0.003 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12009A combined QFD and integer programming framework to determine attribute levels for conjoint study-Chaudhuri, Atanu ; Bhattacharyya, Malay International Journal of Production ResearchVol.47Iss.236633-6649p.
22012A comparison of VaR estimation procedures for Leptokurtic equity index returns-Bhattacharyya, Malay ; Ramkumar, Siddarth Madhav Journal of Mathematical FinanceVol.2Iss.113-30p.
32008Conditional VaR estimation using Pearson's type IV distribution-Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav European Journal of Operational ResearchVol.191Iss.2386-397p.
42008Conditional VaR using EVT: towards a planned margin scheme-Ritolia, Gopal ; Bhattacharyya, Malay International Review of Financial AnalysisVol.17Iss.2382-395p.
52008Contemporary financial risk management: the role of Value at Risk (VAR) Models.-Bhattacharyya, Malay IIMB Management ReviewVol.20Iss.3292-296p.
62019Do 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 FinanceVol.481-19p.
72018Does investor attention to energy stocks exhibit power law?-Prakash Ranjan, Ravi ; Bhattacharyya, Malay Energy EconomicsVol.75573-582p.
82021Does volume really matter? A risk management perspective using cross-country evidence-Bhattacharyya, Malay ; Patra, Saswat International Journal of Finance and EconomicsVol.26Iss.1118-135p.
92020How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure-Bhattacharyya, Malay ; Patra, Saswat RisksVol.8Iss.31-17p.
102009Max VaR for non-normal and heteroskedastic returns-Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat Quantitative FinanceVol.9Iss.8925-935p.
112022Oil price shocks and emerging stock markets revisited-Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay International Journal of Emerging MarketsVol.1732p.; 1583-1614p.
122009Optimal sampling frequency for volatility forecast models for the Indian stock markets-Bhattacharyya, Malay ; Dileep, Kumar M ; Kumar, Ramesh Journal of ForecastingVol.28Iss.138-54p.
132018Output and stock prices: new evidence from the robust wavelet approach-Tiwari, Aviral Kumar ; Bhattacharyya, Malay ; Das, Debojyoti ; Shahbaz, Muhammad Finance Research LettersVol.27154-160p.