Indranil SenGupta

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Economics and Econometrics — 7 citations into it

Whom Indranil SenGupta trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ole E. Barndorff-Nielsen

Papers from Indranil SenGupta's perspective

Ordered by how strongly the researchers Indranil SenGupta trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. The Variance Gamma (V.G.) Model for Share Market Returns
3. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
4. Separating Microstructure Noise from Volatility
5. The distribution of realized stock return volatility
6. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
7. Financial Modelling with Jump Processes
8. The Distribution of Realized Exchange Rate Volatility
9. Modelling by Lévy Processess for Financial Econometrics
10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers

• Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index (2017) — 49 citations