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Information theoretic ranking of extreme value returns
Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - In: Journal of quantitative economics 19 (2021) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
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Speed of price adjustment in Indian stock market : a paradox
Kayal, Parthajit; Mondal, Sayanti - In: Asia Pacific financial markets 27 (2020) 4, pp. 453-476
Persistent link: https://www.econbiz.de/10012390325
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Information theoretic ranking of extreme value returns
Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - 2020
Persistent link: https://www.econbiz.de/10013470996
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Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek; Kayal, Parthajit - 2023
Persistent link: https://www.econbiz.de/10014375126