Indian Institute of Management Indore (IIMIDR)Indore, India
RePEc:edi:iimidin (more details at EDIRC)
Research outputJump to: Working papers Articles Chapters
- Sujay Mukhoti & Pritam Ranjan, 2017.
"A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors,"
- Sujay Mukhoti & Pritam Ranjan, 2019. "A new class of discrete-time stochastic volatility model with correlated errors," Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 259-277, January.
- Sujay Mukhoti & Pritam Ranjan, 2016. "Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors," Papers 1605.02418, arXiv.org.
- Mukhoti, Sujay & Guhathakurta, Kousik, 2015. "Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model," MPRA Paper 62517, University Library of Munich, Germany.
- Mukhoti, Sujay, 2014. "Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness," MPRA Paper 62532, University Library of Munich, Germany.
- Sujay K Mukhoti, "undated". "Dynamic Feedback Effect And Skewness In Non-Stationary Stochastic Volatility Model With Leverage," Working papers 145, Indian Institute of Management Kozhikode.
- Sujay Mukhoti & Pritam Ranjan, 2019.
"A new class of discrete-time stochastic volatility model with correlated errors,"
Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 259-277, January.
- Sujay Mukhoti & Pritam Ranjan, 2017. "A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors," Papers 1703.06603, arXiv.org.
- Soham Ghosh & Mamta Sahare & Sujay Mukhoti, 2021. "A New Generalized Newsvendor Model with Random Demand and Cost Misspecification," Springer Books, in: Bikas Kumar Sinha & Srijib Bhusan Bagchi (ed.), Strategic Management, Decision Theory, and Decision Science, pages 211-245, Springer.
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