Concepedia
Statistics
Publications
46
Citations
9.9K
H-Index
34
Active since
1998
Affiliations
Boston University(Current)
Massachusetts Institute of Technology
Boston College
Harvard University
Goldman Sachs (United States)
Parameswaran Gopikrishnan is an author at Boston University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsVolatility ModelingEmpirical FinanceStatisticsFinancial EngineeringMarket Microstructure
Publications per year
1998–2007
A theory of power-law distributions in financial market fluctuations
Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · Nature · 2003 · 1.3K citations
Empirical Finance, Financial Market Fluctuations, Economics +4
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical Review Letters · 1999 · 1K citations · Full text
Empirical Finance, Spectral Theory, Volatility Modeling +18
Random matrix approach to cross correlations in financial data
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2002 · 934 citations · Full text
Financial Economics, Asset Pricing, Financial Data +11
Scaling of the distribution of fluctuations of financial market indices
Parameswaran Gopikrishnan, Vasiliki Plerou, Luı́s A. Nunes Amaral et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 880 citations · Full text
Empirical Finance, Economics, Volatility Modeling +14
Statistical properties of the volatility of price fluctuations
Yanhui Liu, Parameswaran Gopikrishnan, Cizeau et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 734 citations · Full text
Volatility Modeling, Financial Economics, Asset Pricing +12
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