Rituparna Sen
Assistant
Professor
INTERESTS:
Applications of statistics in finance, high frequency data, microstructure
noise, asynchronicity, realized volatility,
convergence of stochastic processes, Bayesian filtering, asymptotic inference,
likelihood estimation, functional data analysis, hidden Markov models,
discontinuous asset price, stochastic volatility, optimal derivative pricing
and hedging in incomplete markets.
PAPERS
THESIS: Modeling the stock
price process as a continuous time jump process