| Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? D Das, M Kannadhasan, M Bhattacharyya The North American Journal of Economics and Finance 48, 1-19, 2019 | 204 | 2019 |
| Conditional VaR using EVT–Towards a planned margin scheme M Bhattacharyya, G Ritolia International Review of Financial Analysis 17 (2), 382-395, 2008 | 108 | 2008 |
| Fuzzy Markovian decision process M Bhattacharyya Fuzzy sets and systems 99 (3), 273-282, 1998 | 58 | 1998 |
| Conditional VaR estimation using Pearson’s type IV distribution M Bhattacharyya, A Chaudhary, G Yadav European Journal of Operational Research 191 (2), 386-397, 2008 | 50 | 2008 |
| Integration of global capital markets: an empirical exploration M Bhattacharyya, A Banerjee International journal of theoretical and applied finance 7 (04), 385-405, 2004 | 36 | 2004 |
| A combined QFD and integer programming framework to determine attribute levels for conjoint study A Chaudhuri, M Bhattacharyya International Journal of Production Research 47 (23), 6633-6649, 2009 | 29 | 2009 |
| A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns red M Bhattacharyya, R Madhav Journal of Mathematical Finance 2 (1), 13-30, 2012 | 25 | 2012 |
| MaxVaR for non-normal and heteroskedastic returns M Bhattacharyya, N Misra, B Kodase Quantitative Finance 9 (8), 925-935, 2009 | 19 | 2009 |
| Optimal sampling frequency for volatility forecast models for the Indian stock markets M Bhattacharyya, D Kumar M, R Kumar Journal of Forecasting 28 (1), 38-54, 2009 | 10 | 2009 |
| Output and stock prices: New evidence from the robust wavelet approach AK Tiwari, M Bhattacharyya, D Das, M Shahbaz Finance Research Letters 27, 154-160, 2018 | 9 | 2018 |
| Linking quality function deployment with conjoint study for new product development process A Chaudhuri, M Bhattacharyya INDIN'05. 2005 3rd IEEE International Conference on Industrial Informatics …, 2005 | 8 | 2005 |
| Determinants of Capital Structure-Revisited Empirically M Bhattacharyya, A Banerjee The ICFAI Journal of Applied Finance 7 (2), 38-53, 2001 | 8 | 2001 |
| Does volume really matter? A risk management perspective using cross‐country evidence S Patra, M Bhattacharyya International Journal of Finance & Economics 26 (1), 118-135, 2021 | 5 | 2021 |
| Contemporary Financial Risk Management: The role of Value at Risk (VaR) Models - An Academic Perspective M Bhattacharyya IIMB Management Review 20 (3), 292-296, 2008 | 5* | 2008 |
| Joint randomized decisions in chance-constrained programming M Bhattacharyya Journal of the Operational Research Society, 355-357, 1984 | 5 | 1984 |
| A Statistical Test for Detecting Dependency Breakdown in Financial Markets SR Kasa, M Bhattacharyya SN Computer Science, 2021 | 3 | 2021 |
| Does Investor Attention to Energy Stocks Exhibit Power Law? RP Ranjan, M Bhattacharyya Energy Economics 75, 573-582, 2018 | 2 | 2018 |
| Superiority of randomised decisions in chance constrained programming (CCP) M Bhattacharyya Bulletin of the International Statistical Institute 52 (Invited Paper Number …, 1987 | 2 | 1987 |
| How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVar as a Risk Measure S Patra, M Bhattacharyya risks 8 (76), 2020 | 1 | 2020 |
| A combined QFD and Fuzzy integer programming framework to determine attribute levels for conjoint study M Bhattacharyya, A Chaudhuri Product Research: The Art and Science behind Successful Product Launches …, 2009 | 1 | 2009 |
Ashok BanerjeeProfessor, Indian Institute of Management Calcutta在 iimcal.ac.in 的电子邮件经过验证
