Rituparna Sen

Available identifiers

zbMath Open sen.rituparnaMaRDI QIDQ440149

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q4991303	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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Rituparna Sen