Zobrazeno 41 - 46
of 46
pro vyhledávání: '"Rituparna Sen"'
Autor:
Rituparna Sen, Mark Hansen
Publikováno v:
Journal of Computational and Graphical Statistics. 12:143-155
This article considers models that describe how people browse the Web. We restrict our attention to navigation patterns within a single site, and base our study on standard Web server access logs. Given a visitor's previous activities on the site, we
Autor:
Zheng Tan, Rituparna Sen
Publikováno v:
Nonparametric Statistical Methods and Related Topics: A Festschrift in Honor of Professor P K Bhattacharya on the Occasion of His 80th Birthday
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55346b7626d7c1c32282b3052c590e82
https://doi.org/10.1142/9789814366571_0018
https://doi.org/10.1142/9789814366571_0018
Autor:
Cumhur Ekinci, Claudia Klüppelberg, Valerio Poti, GIAMPAOLO GABBI, Suntharee Lhaopadchan, Rudra Sensarma, Rosa Cocozza, Dean Fantazzini, Rituparna Sen, Bartosz Gebka, Ross Maller, Craig Ellis, Jason C. Hsu, Robert Faff, Oktay Tas
Publikováno v:
Stock Market Volatility
This chapter discusses information transmission across stock and bond markets. It is part of a collection which approaches the material from the practitioner's viewpoint and familiarizes readers with how volatility is linked to speculation, trading v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a0d2616693df4f2d1af95b31172f1467
https://doi.org/10.1201/9781420099553
https://doi.org/10.1201/9781420099553
Autor:
Rituparna Sen
Publikováno v:
Stock Market Volatility ISBN: 9781420099546
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6e303e47f08b6ace86e7178642db88f
https://doi.org/10.1201/9781420099553.ch8
https://doi.org/10.1201/9781420099553.ch8
Autor:
Rituparna Sen, Qiuyan Xu
Publikováno v:
SSRN Electronic Journal.
Use of high-frequency return data has led to dramatic improvements in both theoretical and applied finance research. Estimators of covariance among multiple processes have been proposed, such as realized variance and Hayashi-Yoshida estimator. We are