The following pages link to Ramaprasad Bhar (Q878212):
Displayed 15 items.
- Component structures of agricultural commodity futures traded on the Tokyo grain exchange (Q878213) (← links)
- (Q1000359) (redirect page) (← links)
- Testing for long-term memory in yen/dollar exchange rate (Q1000360) (← links)
- Modelling the currency forward risk premium: A new perspective (Q1417040) (← links)
- A jump diffusion model for spot electricity prices and market price of risk (Q1673029) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
- Hidden Markov models. Applications to financial economics. (Q2574139) (← links)
- (Q2715555) (← links)
- (Q3002198) (← links)
- Inferring the Forward Looking Equity Risk Premium from Derivative Prices (Q3368328) (← links)
- Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (Q4541546) (← links)
- (Q4550918) (← links)
- Effect of viscosity and surface tension on the growth of Rayleigh -Taylor instability and Richtmyer-Meshkov instability induced two fluid inter-facial nonlinear structure (Q6223037) (← links)