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Rituparna Sen
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Cited by
Year
Functional data analysis for volatility
HG Müller, R Sen, U Stadtmüller
Journal of Econometrics 165 (2), 233-245, 2011
1292011
Predicting web users' next access based on log data
R Sen, MH Hansen
Journal of Computational and Graphical Statistics 12 (1), 143-155, 2003
842003
Time series of functional data with application to yield curves
R Sen, C Klüppelberg
Applied Stochastic Models in Business and Industry 35 (4), 1028-1043, 2019
29*2019
Forecasting density function: application in finance
R Sen, C Ma
Journal of Mathematical Finance 5 (05), 433, 2015
112015
Jackknife empirical likelihood-based inference for S-Gini indices
N Sreelakshmi, SK Kattumannil, R Sen
Communications in Statistics-Simulation and Computation 50 (6), 1645-1661, 2021
82021
A note on testing regime switching assumption based on recurrence times
R Sen, F Hsieh
Statistics & probability letters 79 (24), 2443-2450, 2009
82009
Fractional Brownian markets with time-varying volatility and high-frequency data
A Lahiri, R Sen
Econometrics and Statistics 16, 91-107, 2020
72020
Modeling jumps and volatility of the Indian stock market using high-frequency data
R Sen, P Mehrotra
Journal of Quantitative Economics 14, 137-150, 2016
62016
■ Jumps and Microstructure Noise in Stock Price Volatility
R Sen
Stock Market Volatility, 193-208, 2009
62009
Nonparametric Estimation of Range Value at Risk
S Biswas, R Sen
Computation 11 (2), 28, 2023
52023
Stylized Facts of the Indian Stock Market
R Sen, M Subramaniam
Asia-Pacific Financial Markets 26, 479-493, 2019
52019
Copula estimation for nonsynchronous financial data
A Chakrabarti, R Sen
arXiv preprint arXiv:1904.10182, 2019
4*2019
Kernel based estimation of spectral risk measures
S Biswas, R Sen
arXiv preprint arXiv:1903.03304, 2019
32019
Unsupervised Learning
R Sen, S Das
Computational Finance with R, 305-318, 2023
22023
Numerical Integration
R Sen, S Das
Computational Finance with R, 33-46, 2023
22023
Monte Carlo methods
R Sen, S Das
Computational Finance with R, 79-91, 2023
22023
Bayesian testing of granger causality in functional time series
R Sen, A Majumdar, S Sikaria
Journal of Quantitative Economics 20 (Suppl 1), 191-210, 2022
22022
Sparse Portfolio Selection via Bayesian Multiple Testing
S Das, R Sen
Sankhya B 83 (Suppl 2), 585-617, 2021
22021
Testing extreme dependence in financial time series
K Chaudhuri, R Sen, Z Tan
Economic Modelling 73, 378-394, 2018
22018
Extreme dependence in multivariate time series: a review
R Sen, Z Tan
Nonparametric Statistical Methods And Related Topics: A Festschrift in Honor …, 2012
22012
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Articles 1–20