Expertise

  • Economics

Publications

Total Articles 10
Books 0
Proceedings 0

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Citations 175
h-index 6

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Citations 147
h-index 5
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Bio

Financial Economics (Volatility of financial instruments, Asset pricing, Market Microstructure, Financial Derivatives), Time Series Econometrics

Personal Details

  • Female
  • Indira Gandhi Institute of Development Research, Goregaon East
Ph.D.
University of Southern California 1995
Assistant Professor May 1998 – Dec 2020
Indira Gandhi Institute of Development Research, Mumbai | IGIDR

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Scholarly Publications

Selection of value-at-risk models

Open Access
Article