Person:878212

Available identifiers

zbMath Open bhar.ramaprasadMaRDI QIDQ878212

List of research outcomes

Publication	Date of Publication	Type
Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach	2020-12-15	Paper
A jump diffusion model for spot electricity prices and market price of risk	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3002198	2011-05-20	Paper
Effect of viscosity and surface tension on the growth of Rayleigh -Taylor instability and Richtmyer-Meshkov instability induced two fluid inter-facial nonlinear structure	2011-01-18	Paper
Testing for long-term memory in yen/dollar exchange rate	2009-02-06	Paper
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework	2008-02-18	Paper
Component structures of agricultural commodity futures traded on the Tokyo grain exchange	2007-04-26	Paper
The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach	2006-10-05	Paper
Inferring the Forward Looking Equity Risk Premium from Derivative Prices	2006-01-27	Paper
Hidden Markov models. Applications to financial economics.	2005-11-17	Paper
Modelling the currency forward risk premium: A new perspective	2003-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q4550918	2002-11-11	Paper
Interest rate futures: estimation of volatility parameters in an arbitrage-free framework	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q2715555	2001-06-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ramaprasad Bhar