Anurag Banerjee - Publications, H-index & Citations

Anurag Banerjee

Durham University

17H指数

90论文数

1.3K被引数

收录论文 7

发表时间

Probabilistic forecasting of bubbles and flash crashes

ECONOMETRICS JOURNAL

IF7

2020-02-14

OAAI

Banerjee, Anurag; Chevillon, Guillaume; Kratz, Marie

An anatomy of credit risk transfer between sovereign financials in the Eurozone crisis

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2016-03-01

OAAI

Banerjee, Anurag; Hung, Chi-Hsiou Daniel; Lo, Kai Lisa

How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?

EMERGING MARKETS REVIEW

IF4.6

2014-12-01

OAAI

Hung, Chi-Hsiou D.; Banerjee, Anurag N.

Informed momentum trading versus uninformed naive investors strategies

JOURNAL OF BANKING & FINANCE

IF3.8

2011-11-01

PREAI

Banerjee, Anurag; Hung, Chi-Hsiou

A method of estimating the average derivative

JOURNAL OF ECONOMETRICS

IF4

2007-01-01

PREAI

Banerjee, Anurag N.

Fair queueing with service envelopes (FQSE): A cousin-fair hierarchical scheduler for subscriber access networks

IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS

IF17.2

2004-10-01

OAAI

Kramer, G; Banerjee, A; Singhal, NK; Mukherjee, B; Dixit, S; Ye, YH

Performance evaluation for a quasi-synchronous packet radio network (QSPNET)

IEEE-ACM TRANSACTIONS ON NETWORKING

IF3.6

2001-01-01

PREAI

Banerjee, A; Iltis, RA; Varvarigos, EA

研究方向