Ramaprasad Bhar

Available identifiers

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
Stochastic filtering with application in finance	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
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques	2001-06-20	Paper

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