The following pages link to Rituparna Sen (Q440149):
Displaying 13 items.
- Hedging options in the incomplete market with stochastic volatility (Q440150) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- A note on testing regime switching assumption based on recurrence times (Q1041700) (← links)
- Stylized facts of the Indian stock market (Q2011044) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- (Q4991303) (← links)
- Jackknife empirical likelihood-based inference for S-Gini indices (Q5082637) (← links)
- Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
- Copula estimation for nonsynchronous financial data (Q6108882) (← links)
- Fractional Brownian markets with time-varying volatility and high-frequency data (Q6289229) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Discussion of: ``Revisiting multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas and Jandhyala'' (Q6578139) (← links)
