| Functional data analysis for volatility HG Müller, R Sen, U Stadtmüller Journal of Econometrics 165 (2), 233-245, 2011 | 122 | 2011 |
| Predicting web users' next access based on log data R Sen, MH Hansen Journal of Computational and Graphical Statistics 12 (1), 143-155, 2003 | 82 | 2003 |
| 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 | 25* | 2019 |
| Forecasting density function: application in finance R Sen, C Ma Journal of Mathematical Finance 5 (05), 433, 2015 | 11 | 2015 |
| A note on testing regime switching assumption based on recurrence times R Sen, F Hsieh Statistics & probability letters 79 (24), 2443-2450, 2009 | 8 | 2009 |
| 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 | 7 | 2021 |
| Fractional Brownian markets with time-varying volatility and high-frequency data A Lahiri, R Sen Econometrics and Statistics 16, 91-107, 2020 | 6 | 2020 |
| 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 | 6 | 2016 |
| ■ Jumps and Microstructure Noise in Stock Price Volatility R Sen Stock Market Volatility, 193-208, 2009 | 6 | 2009 |
| Numerical integration R Sen, S Das Computational Finance with R, 33-46, 2023 | 3 | 2023 |
| Nonparametric Estimation of Range Value at Risk S Biswas, R Sen Computation 11 (2), 28, 2023 | 3 | 2023 |
| Stylized Facts of the Indian Stock Market R Sen, M Subramaniam Asia-Pacific Financial Markets 26, 479-493, 2019 | 3 | 2019 |
| Copula estimation for nonsynchronous financial data A Chakrabarti, R Sen arXiv preprint arXiv:1904.10182, 2019 | 3 | 2019 |
| Kernel based estimation of spectral risk measures S Biswas, R Sen arXiv preprint arXiv:1903.03304, 2019 | 3 | 2019 |
| Monte Carlo methods R Sen, S Das Computational Finance with R, 79-91, 2023 | 2 | 2023 |
| 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 | 2 | 2022 |
| Testing extreme dependence in financial time series K Chaudhuri, R Sen, Z Tan Economic Modelling 73, 378-394, 2018 | 2 | 2018 |
| Extreme dependence in multivariate time series: a review R Sen, Z Tan Nonparametric Statistical Methods And Related Topics: A Festschrift in Honor …, 2012 | 2 | 2012 |
| Estimation of integrated covolatility for asynchronous assets in the presence of microstructure noise R Sen, Q Xu Advances in multivariate statistical methods, 437-454, 2009 | 2 | 2009 |
| Intervals for option prices R Sen SSRN, 2009 | 2 | 2009 |
Hans-Georg MüllerUniversity of California, DavisVerified email at ucdavis.edu
