Suparna Biswas

Suparna Biswas

Indian Statistical Institute Bangalore - Bangalore / India
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4837585
भारतीय सांख्यिकी संस्थान
person_outline Suparna Biswas's MOST POPULAR ARTICLES
1-) Extreme quantile estimation based on financial time series S Dutta, S Biswas Communications in Statistics-Simulation and Computation 46 (6), 4226-4243, 2017 82017
2-) Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increasedS Dutta, S BiswasCommunications in Statistics-Simulation and Computation 47 (2), 338-352, 201872018
3-) Assessing market risk of Indian index fundsS Biswas, S DuttaGlobal Business Review 16 (3), 511-523, 201572015
4-) Nonparametric Estimation of Range Value at RiskS Biswas, R SenComputation 11 (2), 28, 202352023
5-) Kernel based estimation of spectral risk measuresS Biswas, R SenarXiv preprint arXiv:1903.03304, 201932019