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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/10009668289
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Output and stock prices : new evidence from the robust wavelet approach
Tiwari, Aviral Kumar; Bhattacharyya, Malay; Das, Debojyoti - In: Finance research letters 27 (2018), pp. 154-160
Persistent link: https://www.econbiz.de/10012006838
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Oil price shocks and emerging stock markets revisited
Das, Debojyoti; Kannadhasan, M.; Bhattacharyya, Malay - In: International journal of emerging markets 17 (2022) 6, pp. 1583-1614
Persistent link: https://www.econbiz.de/10013363282