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Narayana Balakrishna · Study

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Narayana Balakrishna

2 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0002-2470-6724

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i102

Citations71

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Most cited in this library

Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes2010 · 47 citations
Gamma stochastic volatility models2006 · 24 citations

Works

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Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes

Journal of Forecasting·2010·4 authors

47citations

Gamma stochastic volatility models

Journal of Forecasting·2006·3 authors

24citations