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Details about Malay Bhattacharyya

E-mail:
Workplace:Indian Institute of Management Bangalore (IIMB), (more information at EDIRC)

Access statistics for papers by Malay Bhattacharyya.

Last updated 2014-03-07. Update your information in the RePEc Author Service.

Short-id: pbh85

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Journal Articles

2009

  1. MaxVaR for non-normal and heteroskedastic returns
    Quantitative Finance, 2009, 9, (8), 925-935 Downloads View citations (13)
  2. Optimal sampling frequency for volatility forecast models for the Indian stock markets
    Journal of Forecasting, 2009, 28, (1), 38-54 Downloads View citations (2)

2008

  1. Conditional VaR estimation using Pearson's type IV distribution
    European Journal of Operational Research, 2008, 191, (2), 386-397 Downloads View citations (15)
  2. Conditional VaR using EVT - Towards a planned margin scheme
    International Review of Financial Analysis, 2008, 17, (2), 382-395 Downloads View citations (15)
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