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Issue Date
Title
Author(s)
May-2023
Network Modeling of Extreme Dependence in High-Dimensional Financial Time Series
SEN, RITUPARNA
;
MOHAPATRA, SIDDHARTH GITA JAYANTA
;
Dept. of Mathematics
;
20181142
May-2023
Comparison of different types of volatility models for NIFTY50 index
PANT, ANIRUDDHA
;
ARORA, TUSHAR
;
Dept. of Mathematics
;
20202022
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Author
1
ARORA, TUSHAR
1
MOHAPATRA, SIDDHARTH GITA JAYANTA
Subject
1
Algorithmic Trading
1
ARMA GARCH Modelling
1
Markov Switching Models
1
Mean Reversion
1
Network Modelling
1
Time Series Analysis
Date issued
2
2023