Concepedia

N. Balakrishna

NB

18

Publications

359

Citations

12

H-Index

1992

Active since

Affiliations

Cochin University of Science and Technology(Current)

University of Waterloo

Savitribai Phule Pune University

McMaster University

N. Balakrishna is an author at Cochin University of Science and Technology specializing in statistics, econometrics, and engineering.

Top concepts

StatisticsEngineeringBusinessEconometricsTime Series EconometricsProbabilityFinanceEconomicsForecastingAsset Pricing

Publications per year

1992–2019

18

Publications

18

Inverse Gaussian Autoregressive Models

B. Abraham, N. Balakrishna · Journal of Time Series Analysis · 1999 · 52 citations

Econometric Model, Economics, Engineering +15

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

Bei Chen, Yulia R. Gel, N. Balakrishna et al. · Journal of Forecasting · 2010 · 47 citations

Volatility Modeling, Engineering, Time Series Econometrics +20

Bivariate semi-Pareto distributions and processes

N. Balakrishna, K. Jayakumar · Statistical Papers · 1997 · 36 citations

Engineering, Bivariate Semi-pareto Distributions, Probability Theory +4

Bayesian analysis for the two-parameter Pareto distribution based on record values and times

Mahdi Doostparast, Mohammad Ghasem Akbari, N. Balakrishna · Journal of Statistical Computation and Simulation · 2011 · 30 citations

Bayesian Statistic, Engineering, Pareto Record-based Analysis +16

Gamma stochastic volatility models

Bovas Abraham, N. Balakrishna, Ranjini Sivakumar · Journal of Forecasting · 2006 · 24 citations

Volatility Modeling, Engineering, Time Series Econometrics +18

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