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Contemporary financial risk management : the role of value at risk (VAR) models ; an academic perspective
Bhattacharyya, Malay - In: IIMB management review 20 (2008) 3, pp. 292-296
Persistent link: https://www.econbiz.de/10009894351
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Optimal sampling frequency for volatility forecast models for the Indian stock markets
Bhattacharyya, Malay; Kumar-M, Dileep; Kumar, Ramesh - In: Journal of forecasting 28 (2009) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10008171557
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A comparison of VaR estimation procedures for leptokurtic equity index returns
Bhattacharyya, Malay; Madhav R., Siddarth - In: Journal of mathematical finance 2 (2012) 1, pp. 13-30
Persistent link: https://www.econbiz.de/10010079614
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Conditional VaR using EVT – Towards a planned margin scheme
Bhattacharyya, Malay; Ritolia, Gopal - In: International review of financial analysis 17 (2008) 2, pp. 382-395
Persistent link: https://www.econbiz.de/10007981304
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Conditional VaR estimation using Pearson’s type IV distribution
Bhattacharyya, Malay; Chaudhary, Abhishek; Yadav, Gaurav - In: European journal of operational research : EJOR 191 (2008) 2, pp. 386-397
Persistent link: https://www.econbiz.de/10008057685
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Conditional VaR using EVT – Towards a planned margin scheme
Bhattacharyya, Malay; Ritolia, Gopal - In: International review of financial analysis 17 (2008) 2, pp. 382-396
Persistent link: https://www.econbiz.de/10008886545