Dr. Achal Lama

Name

Dr. Achal Lama
Completed
  1. Parameter estimation of time series models using Bayesian technique (PI).
E-mail

achal[dot]lama[at]icar[dot]gov[dot]in
Designation

Scientist
Awards
  1. Junior Research Fellowship (ICAR-JRF, 2011)
  2. University Merit Scholarship (2007-2011) of Bidhan Chandra Krishi Viswavidyalaya
Articles
  1. Lama, A., Jha, G.K., Paul, R.K. and Gurung, B. (2015). Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models. Agricultural Economics Research Review, 28 (1), 73-82.
  2. Lama, A., Jha, G.K., Gurung, B., Paul, R.K., Bharadwaj, A. and Parsad, R. (2016). A Comparative Study on Time-delay Neural Network and GARCH Models for Forecasting Agricultural Commodity Price Volatility. Journal of the Indian Society of Agricultural Statistics, 70 (1), 7-18.
  3. Lama, A., Jha, G.K., Gurung, B., Paul,R.K. and Sinha, K. (2016). VAR-MGARCH Models for Volatility Modelling of Pulses Prices: An Application. Journal of the Indian Society of Agricultural Statistics, 70 (2), 145-151.
  4. Gurung, B., Paul, R.K., Singh, K.N., Panwar, S., Lama, A. and Lepcha, L. (2016). An alternative approach to capture cyclical and volatile phenomena in time-series data. Model Assisted Statistics and Applications, 11(3), 221-230.
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