Rituparna Sen

Available identifiers

Publication	Date of Publication	Type
Discussion of: ``Revisiting multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas and Jandhyala	2024-07-25	Paper
Time series of functional data with application to yield curves	2024-07-18	Paper
Copula estimation for nonsynchronous financial data	2023-06-30	Paper
Computational Finance with R	2022-07-11	Paper
Jackknife empirical likelihood-based inference for S-Gini indices	2022-06-21	Paper
Sparse portfolio selection via Bayesian multiple testing	2021-12-21	Paper
Bayesian filtering for multi-period mean-variance portfolio selection	2021-11-09	Paper
Impact of the COVID-19 epidemic on the aviation industry	2021-06-02	Paper
Stylized facts of the Indian stock market	2019-11-28	Paper
Some statistical problems with high dimensional financial data	2019-07-26	Paper
Fractional Brownian markets with time-varying volatility and high-frequency data	2017-07-20	Paper
Functional data analysis for volatility	2016-08-15	Paper
Hedging options in the incomplete market with stochastic volatility	2012-08-18	Paper
A note on testing regime switching assumption based on recurrence times	2009-12-04	Paper

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