Volume 85, Issue 1 supplement

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Volume 85, Issue 1 supplement

May 2023

Special Issue on Recent Advances in Statistical Finance

Issue Editors:

Rituparna Sen,
Sourish Das,
Sujit K. Ghosh

10 articles in this issue

Review of Statistical Approaches for Modeling High-Frequency Trading Data
Chiranjit Dutta
Kara Karpman
Nalini Ravishanker
ReviewPaper 28 April 2022 Pages: 1 - 48
Inference of Binary Regime Models with Jump Discontinuities
Milan Kumar Das
Anindya Goswami
Sharan Rajani
OriginalPaper 07 April 2022 Pages: 49 - 86
A class of Minimum Distance Estimators in Markovian Multiplicative Error Models
Hira L. Koul
Indeewara Perera
Narayana Balakrishna
OriginalPaper 28 January 2022 Pages: 87 - 115
Copula Estimation for Nonsynchronous Financial Data
Arnab Chakrabarti
Rituparna Sen
OriginalPaper 29 March 2022 Pages: 116 - 149
Wavelet-L₂E Stochastic Volatility Models: an Application to the Water-Energy Nexus
Kim C. Raath
Katherine B. Ensor
OriginalPaper 08 August 2022 Pages: 150 - 176
Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model
Reetam Majumder
Qing Ji
Nagaraj K. Neerchal
OriginalPaper 20 July 2022 Pages: 177 - 198
Reliability in Portfolio Optimization using Uncertain Estimates
Raghu Nandan Sengupta
Rachit Seth
Peter Winker
OriginalPaper 08 July 2022 Pages: 199 - 233
Modified Expected Shortfall: a Coherent Risk Measure for Elliptical Family of Distributions
Deepak K. Jadhav
Ramanathan Thekke Variyam
OriginalPaper 30 July 2022 Pages: 234 - 256
Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation
Santanu Dutta
Tushar Kanti Powdel
OriginalPaper 21 February 2023 Pages: 257 - 289
Bayesian uncertainty quantification of local volatility model
Kai Yin
Anirban Mondal
OriginalPaper 23 June 2022 Pages: 290 - 324

Volume 85, Issue 1 supplement

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