# Dr Gurjeet Dhesi

Name | Dr Gurjeet Dhesi |
---|---|

Job title | Associate Professor |

Organisational Unit | Accounting, Finance and Economics |

ORCID | https://orcid.org/0000-0002-5596-3010 |

## Research outputs

### Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study

Dhesi, G, Ausloos, M, Kaur, P and Eskandary, A (2019). Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study.*Physica A: Statistical Mechanics and its Applications.*527.

### Money's Importance from the religious perspective

Dhesi, G., Herteliu, C., Jianu, I., Jianu, J., Bobb, V.C., Ceptureanu, S.I., Ceptureanu, E.G. and Ausloos, M. (2019). Money's Importance from the religious perspective.*Annals of Operations Research.*

### Duration gap analysis revisited method in order to improve risk management: the case of Chinese commercial bank interest rate risks after interest rate liberalization

Dhesi, G., Ausloos, M., Ma, Q., Kaur, P. and Syed, B. (2019). Duration gap analysis revisited method in order to improve risk management: the case of Chinese commercial bank interest rate risks after interest rate liberalization.*Soft Computing.*

### Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

Dhesi, G., Shakeel, B. and Ausloos, M. (2019). Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach.*Annals of Operations Research.*pp. 1-4.

### Non stationarity of high order return distribution moments and their Irrational fractional Brownian Motion modelling

Dhesi, G (2018). Non stationarity of high order return distribution moments and their Irrational fractional Brownian Motion modelling.*EURO 2018.*Valencia 08 - 11 Jul 2018

### Comparative Causality Analyses between Hydrological Natural Inflow and Climate Variables in Brazil

Huang, X, Macaira, P, Hassani, H, Oliviera, F and Dhesi, G (2018). Comparative Causality Analyses between Hydrological Natural Inflow and Climate Variables in Brazil.*Physica A: Statistical Mechanics and its Applications.*516, pp. 480-495.

### Decomposition of the Inequality of Income distribution by income types- Application for Romania

Andrei, T, Oancea, B, Richmond, P, Dhesi, G and Herteliu, C (2017). Decomposition of the Inequality of Income distribution by income types- Application for Romania.*Entropy.*19 (9), p. 430.

### Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton

Dhesi, G and Ausloos, M (2016). Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton.*Chaos, Solitons and Fractals.*88 (July), pp. 119-125.

### Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices

Dhesi, G and Ausloos, M (2016). Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices.*Physical Review E - Statistical, Nonlinear, and Soft Matter Physics.*93 (6).

### Modified Brownian Motion Approach to Modelling Returns Distribution

Dhesi, G, Shakeel, MB and Xiao, L (2016). Modified Brownian Motion Approach to Modelling Returns Distribution.*Wilmott.*82, pp. 74-77.

##### 113

total views of outputs##### 151

total downloads of outputs##### 22

views of outputs this month##### 5

downloads of outputs this month