Nityananda Sarkar

A new estimator combining the ridge regression and the restricted least squares methods of estimation

Nityananda Sarkar · Communication in Statistics- Theory and Methods · 1992 · 120 citations

Parameter Estimation, Least Squares Methods, Regression Analysis +16

Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification

Kaushik Bhattacharya, Nityananda Sarkar, Debabrata Mukhopadhyay · Applied Financial Economics · 2003 · 53 citations

Volatility Modeling, Engineering, Time Series Econometrics +16

Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

Nityananda Sarkar · Statistics & Probability Letters · 1996 · 39 citations

Linear Regressions

Return and volatility interdependences in up and down markets across developed and emerging countries

Srikanta Kundu, Nityananda Sarkar · Research in International Business and Finance · 2015 · 37 citations

Volatility Interdependences, Emerging Market, Volatility Modeling +10

STOCK RETURN AND MACROECONOMIC FUNDAMENTALS IN MODEL- SPECIFICATION FRAMEWORK : EVIDENCE FROM INDIAN STOCK MARKET

Debabrata Mukhopadhyay, Nityananda Sarkar · 2003 · 31 citations