Similar Search Results

Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes

Guhathakurta, Kousik; Bhattacharya, Basabi; Chowdhury, … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 9, pp. 1874-1882

Recurrence Plots are graphical tools based on Phase Space Reconstruction. Recurrence Quantification Analysis (RQA) is a statistical quantification of RPs. RP and RQA are good at working with non-stationarity and noisy data, in detecting changes in data behavior, in particular in detecting...

Persistent link: https://www.econbiz.de/10010589142

The comparative dynamics of developed and emerging stock markets : a long memory perspective

Bhattacharya, Sharad Nath; Bhattacharya, Mousumi; … - In: Theoretical economics letters 8 (2018) 8, pp. 1493-1509

Persistent link: https://www.econbiz.de/10011888389

Comparative analysis of asset pricing models based on log-normal distribution and Tsallis distribution using recurrence plot in an emerging market

Guhathakurta, Kousik; Bhattacharya, Basabi; Roy … - In: Research in finance 32 (2016), pp. 35-73

Persistent link: https://www.econbiz.de/10011691494

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

Guhathakurta, Kousik; Dash, Saumya Ranjan; Maitra, Debasish - In: Energy economics 85 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012510102

Do individual investors prefer a price range in the equity markets?

Sandhu, Harsimran; Guhathakurta, Kousik; Banerjee, Pradip - In: The journal of wealth management : JWM 24 (2021) 1, pp. 105-118

Persistent link: https://www.econbiz.de/10012519222

The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions

Pandey, Ashish; Tripathi, Abhinava; Guhathakurta, Kousik - In: Finance research letters 44 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014494883

Value relevance of loan loss provision components and the choice of model specification

Pandey, Ashish; Guhathakurta, Kousik - In: Advances in accounting : a research annual 58 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014229627

Use of contingent payment mechanism in nonperforming loan auctions

Pandey, Ashish; Guhathakurta, Kousik - In: Finance research letters 52 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014471933

Comparative Analysis of Asset Pricing Models Based on Log-Normal Distribution and Tsallis Distribution using Recurrence Plot in an Emerging Market

Guhathakurta, Kousik; Bhattacharya, Basabi; Roy … - In: The spread of financial sophistication through emerging …, (pp. 35-73). 2016

It has long been challenged that the distributions of empirical returns do not follow the log-normal distribution upon which many celebrated results of finance are based including the Black–Scholes Option-Pricing model. Borland (2002) succeeds in obtaining alternate closed form solutions for...

Persistent link: https://www.econbiz.de/10015365876