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Malay Bhattacharyya

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This is information that was supplied by Malay Bhattacharyya in registering through RePEc. If you are Malay Bhattacharyya , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Malay
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Last Name: Bhattacharyya
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RePEc Short-ID: pbh85

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Affiliation

Indian Institute of Management
Location: Bangalore, India
Homepage: http://www.iimb.ernet.in/
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Handle: RePEc:edi:iimbain (more details at EDIRC)

Works

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Articles

  1. Malay Bhattacharyya & Nityanand Misra & Bharat Kodase, 2009. "MaxVaR for non-normal and heteroskedastic returns," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(8), pages 925-935.
  2. Malay Bhattacharyya & Dileep Kumar M & Ramesh Kumar, 2009. "Optimal sampling frequency for volatility forecast models for the Indian stock markets," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(1), pages 38-54.
  3. Bhattacharyya, Malay & Ritolia, Gopal, 2008. "Conditional VaR using EVT - Towards a planned margin scheme," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(2), pages 382-395.
  4. Bhattacharyya, Malay & Chaudhary, Abhishek & Yadav, Gaurav, 2008. "Conditional VaR estimation using Pearson's type IV distribution," European Journal of Operational Research, Elsevier, Elsevier, vol. 191(2), pages 386-397, December.

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