Madhusudan Karmakar

Madhusudan Karmakar

Indian Institute of Management Lucknow - Lucknow / India
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 461814
भारतीय प्रबंधन संस्थान लखनऊ संस्थान
person_outline Madhusudan Karmakar's MOST POPULAR ARTICLES
1-) Modeling conditional volatility of the Indian stock marketsM KarmakarVikalpa 30 (3), 21-38, 20051712005
2-) Asymmetric volatility and risk-return relationship in the Indian stock marketM KarmakarSouth Asia Economic Journal 8 (1), 99-116, 20071002007
3-) Stock market volatility in the long run, 1961-2005M KarmakarEconomic and Political Weekly, 1796-1802, 2006812006
4-) Price discoveries and volatility spillovers in S&P CNX Nifty future and its underlying index CNX NiftyM KarmakarVikalpa 34 (2), 41-56, 2009792009
5-) Intraday portfolio risk management using VaR and CVaR: A CGARCH-EVT-Copula approachM Karmakar, S PaulInternational Journal of Forecasting 35 (2), 699-709, 2019582019