Details about Sujay Mukhoti

Access statistics for papers by Sujay Mukhoti.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pmu502

Working Papers

2017

1. A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors
   Papers, arXiv.org
   See also Journal Article A new class of discrete-time stochastic volatility model with correlated errors, Applied Economics, Taylor & Francis Journals (2019) (2019)

2016

2. Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors
   Papers, arXiv.org

2015

3. Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model
   MPRA Paper, University Library of Munich, Germany

2014

4. Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
   MPRA Paper, University Library of Munich, Germany

Undated

5. Dynamic Feedback Effect And Skewness In Non-Stationary Stochastic Volatility Model With Leverage
   Working papers, Indian Institute of Management Kozhikode

Journal Articles

2023

1. Non-parametric generalised newsvendor model
   Annals of Operations Research, 2023, 321, (1), 241-266

2019

2. A new class of discrete-time stochastic volatility model with correlated errors
   Applied Economics, 2019, 51, (3), 259-277
   See also Working Paper A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors, Papers (2017) (2017)

Chapters

2021

1. A New Generalized Newsvendor Model with Random Demand and Cost Misspecification
   Springer View citations (2)