Gopal K. Basak - Concepedia

Author

Gopal K. Basak

Also Known As

Basak, G K, Basak, Gopal, Basak, Gopal K, Basak, Gopal K., Basak, Gopal Krishna, G. Basak, G. K. Basak, G.K. Basak, GOPAL K BASAK, GOPAL K. BASAK

Publications

775

Citations

H-Index

Concepts

All Affiliations

Indian Statistical Institute Indian Institute of Science Bangalore Hong Kong University of Science and Technology University of Bristol Binghamton University

About

Gopal K. Basak is an author at Indian Statistical Institute specializing in engineering, statistics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	7	7	391
2	Business	4	4	154
3	Management	2	2	106
4	Public Health	1	1	12
5	Social Sciences	1	1	23

Gopal K. Basak

Publications

663

Citations

H-Index

Page 1

	Year	Citations
Stability of a Random Diffusion with Linear Drift Gopal K. Basak, Arnab Bisi, Mrinal K. Ghosh Journal of Mathematical Analysis and Applications EngineeringDiffusion ProcessStochastic Dynamical SystemRandom DiffusionStochastic Analysis	1996	212
Stability in Distribution for a Class of Singular Diffusions Gopal K. Basak, Rabi Bhattacharya The Annals of Probability EngineeringSingular DiffusionsStochastic ProcessesDiffusion ProcessStochastic Calculus	1992	75
A direct test for the mean variance efficiency of a portfolio Gopal K. Basak, Ravi Jagannathan, Guoqiang Sun Journal of Economic Dynamics and Control Portfolio OptimizationAsset PricingDirect TestManagementBusiness	2002	54
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Gopal K. Basak, Ravi Jagannathan, Tongshu Ma Management Science Tracking Error VariancePortfolio OptimizationAsset PricingJackknife EstimatorAccounting	2009	52
Understanding the origin of extreme events in El Niño southern oscillation Arnob Ray, Sarbendu Rakshit, Gopal K. Basak, Physical review. E	2020	37
Stability of Degenerate Diffusions with State-Dependent Switching Gopal K. Basak, Arnab Bisi, Mrinal K. Ghosh Journal of Mathematical Analysis and Applications Degenerate DiffusionsEngineeringPhysicsApplied PhysicsDiffusion Process	1999	35
Ergodic control of degenerate diffusions Gopal K. Basak, Vevek S. Borkar, Mrinal K. Ghosh Stochastic Analysis and Applications	1997	32
Weak convergence of recursions Gopal K. Basak, Inchi Hu, Ching-Zong Wei Stochastic Processes and their Applications Weak ConvergenceFunctional AnalysisRecursive FunctionConvergence AnalysisComputability Theory	1997	26
A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee Computational Economics EconomicsPolitical Business CycleMacroeconomicsBusiness Cycle AnalysisEconomic Trend	2017	26
The approximation of long‐memory processes by an ARMA model Gopal K. Basak, Ngai Hang Chan, Wilfredo Palma Journal of Forecasting Forecasting MethodologyEngineeringArma ModelMemory Model (Programming)Time Series Econometrics	2001	23

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