Concepedia

Neil Deshpande

ND

1

Publications

14

Citations

1

H-Index

2007

Active since

Affiliations

Indian Institute of Technology Bombay(Current)

Neil Deshpande is an author at Indian Institute of Technology Bombay specializing in multivariate stochastic volatility, finance, and asset pricing.

Top concepts

FinanceBusinessStatisticsEngineeringForecastingEconometricsAsset PricingVolatility ModelingTime Series EconometricsMultivariate Stochastic Volatility

Publications per year

2007–2007

1

Publications

1

Modelling volatility clustering in electricity price return series for forecasting value at risk

R. G. Karandikar, Neil Deshpande, S.A. Khaparde et al. · European Transactions on Electrical Power · 2007 · 14 citations

Volatility Modeling, Multivariate Stochastic Volatility, Abstract Modelling +15

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