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Dr Rajan Pandey
- Assistant Professor
- Birla Institute of Technology and Science, Pilani
Publications 2017 - 2024
Publications
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6
Journal Articles
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5
Citations / H-Index
13
Citations
2
h-index
3
Citations
Expertise
Economics
Modeling and forecasting volatility of financial assets and commodities by using the information on historical prices. Information content of volatility implied in the option prices in predicting realized volatility. Application of High-Frequency Data in modeling and predicting short-term volatility in the stock market. Other areas of research such as the study of market anomalies, spillover effects, and macroeconomic factors for estimation and prediction of the volatility of the stock market.
Personal Information
Dr Rajan Pandey
Male
Birla Institute of Technology and Science, Pilani, Vidya Vihar
Pilani, Rajasthan, - 333031
Experience
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Assistant Professor
Department of Economics and Finance
Birla Institute of Technology and Science, Pilani
