G. Basak

发表

Causal ordering and inference on acyclic networks

A. Bhattacharjee, G. Basak, Samarjit Das, 2018, Empirical Economics.

First passage time and Level crossing probabilities for linear processes

Kwok-Wah Ho, G. Basak, 2022 .

A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle

M. K. Ghosh, Diganta Mukherjee, G. Basak, 2017, Computational Economics.

A mean-reverting stochastic model for the political business cycle

M. K. Ghosh, Diganta Mukherjee, G. Basak, 2015 .

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Ravi Jagannathan, Gopal K. Basak, Tongshu Ma, 2009, Manag. Sci..

Assessing the Risk in Sample Minimum Risk Portfolios

R. Jagannathan, Tongshu Ma, G. Basak, 2004 .

Growth and Inflation Targeting by the Government and the Central Bank: Alignment or Conflict?

M. K. Ghosh, Diganta Mukherjee, G. Basak, 2019, SSRN Electronic Journal.

A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle

M. K. Ghosh, Diganta Mukherjee, G. Basak, 2017 .

The British Stock Market, Currencies, Brexit, and Media Sentiments: A Big Data Analysis

Gopal K. Basak, Pranab Kumar Das, S. Marjit, 2022, The North American Journal of Economics and Finance.

British Stock Market, Brexit and Media Sentiments - A Big Data Analysis

Gopal K. Basak, S. Marjit, D. Mukherjee, 2019, SSRN Electronic Journal.

Snakes and perturbed random walks

S. Volkov, G. Basak, 2011, 1112.0934.

Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions

Arunangshu Biswas, G. Basak, 2010, 1008.0276.

Informal Sector in GDP: A Panel Estimation Method

P. Das, G. Basak, N. Kansara, 2021 .

Understanding the origin of extreme events in El Niño southern oscillation.

Gopal K. Basak, S. K. Dana, D. Ghosh, 2020, Physical review. E.

Contagion: Can It Occur Without Trading Relations?

P. Das, G. Basak, Allena Rohit, 2019, SSRN Electronic Journal.

Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights

Samarjit Das, G. Basak, 2015 .

Coupled dynamics with an external system and application to international finance

P. Das, G. Basak, Allena Rohit, 2019, Physica A: Statistical Mechanics and its Applications.

Capital inflow-terms of trade ‘nexus’: Does it lead to financial crisis?

P. Das, G. Basak, Allena Rohit, 2017 .

Weak convergence of dynamical systems in two timescales

Gopal K. Basak, Amites Dasgupta, A. Dasgupta, 2020, Syst. Control. Lett..

Central and Functional Central Limit Theorems for a Class of Urn Models

A. Dasgupta, G. Basak, 2006 .

A functional central limit theorem for a class of urn models

A. Dasgupta, G. Basak, 2005, math/0512325.

Central limit theorems for a class of irreducible multicolor urn models

A. Dasgupta, G. Basak, 2005, math/0507084.

A direct test for the mean variance efficiency of a portfolio

Ravi Jagannathan, Gopal K. Basak, R. Jagannathan, 2002 .

Stability in Distribution for a Class of Singular Diffusions

Gopal K. Basak, R. Bhattacharya, G. Basak, 1992 .

Asymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable

Gopal K. Basak, Philip Lee, G. Basak, 2008, 0805.4535.

Risk-Neutral Pricing: Importance and Relevance†

Diganta Mukherjee, G. Basak, 2014 .

Langevin type limiting processes for adaptive MCMC

Gopal K. Basak, Arunangshu Biswas, G. Basak, 2012, 1201.1433.

Stability of Degenerate Diffusions with State-Dependent Switching

Gopal K. Basak, Mrinal K. Ghosh, Arnab Bisi, 1999 .

An Urn Model for Odds-Ratio-Based Response-Adaptive Phase III Clinical Trials for Two or More Treatments

Stanislav Volkov, Atanu Biswas, Gopal K Basak, 2009, Journal of biopharmaceutical statistics.

Finding Optimal Cancer Treatment using Markov Decision Process to Improve Overall Health and Quality of Life.

Gopal K. Basak, Navonil Deb, Abhinandan Dalal, 2020, 2011.13960.

Relative Efficiency of Higher Normed Estimators Over the Least Squares Estimator

A. Biswas, Arijit De, Samarjit Das, 2019, 1903.07850.

A Mathematical Model of Foreign Capital Inflow

P. Das, G. Basak, Allena Rohit, 2016, 1603.02438.

Understanding Cross-Sectional Dependence in Panel Data

Samarjit Das, G. Basak, 2018, 1804.08326.

Stability of a Random diffusion with linear drift

Gopal K. Basak, M. K. Ghosh, Arnab Bisi, 1996 .

Causal ordering and inference on acyclic networks

Samarjit Das, Gopal K. Basak, Arnab Bhattacharjee, 2018 .

Optimal Lockdown Strategy in a Pandemic: An Exploratory Analysis for Covid-19 pdf

Gopal K. Basak, Chandramauli Chakraborty, Pranab Kumar Das, 2021, ArXiv.

Foreign capital inflow , exchange rate dynamics and potential financial crisis

S. Marjit, P. Das, G. Basak, 2012 .

Level-crossing probabilities and first-passage times for linear processes

Gopal K. Basak, Kwok-Wah Ho, G. Basak, 2004, Advances in Applied Probability.

Wooing the Voters: Economic Performance and Regime Change

Diganta Mukherjee, G. Basak, 2011 .

Diffusive Limits for Adaptive MCMC for Normal Target densities

Arunangshu Biswas, G. Basak, 2013, 1301.4030.

Bayesian optimum stopping rule for software release

Gopal K. Basak, Suchismita Das, Ashis Kumar Chakraborty, 2019, OPSEARCH.

A direct test for the mean variance efficiency of a portfolio

R. Jagannathan, Guoqiang Sun, G. Basak, 2002 .

Influence of Big Traders on the Stock Market: Theory and Simulation

Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee, 2011, Dyn. Games Appl..

Stabilization of dynamical systems by adding a colored noise

Gopal K. Basak, G. Basak, 2001, IEEE Trans. Autom. Control..

Volume nullification and asymptotic flatnessof denerate diffusions

D. Kannan, G. Basak, 1996 .

Stability in distribution and volume nullification of Levy flow

D. Kannan, H. Zhang, G. Basak, 1997 .

A class of limit theorems for singular diffusions

Gopal K. Basak, G. Basak, 1991 .