Deepa D. Datta

What is Certain about Uncertainty?

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño et al. · Journal of Economic Literature · 2023 · 87 citations

Empirical Finance, Volatility Modeling, Uncertainty Evaluation +23

Generating options-implied probability densities to understand oil market events

Deepa D. Datta, Juan M. Londoño, Landon Ross · Energy Economics · 2016 · 33 citations

Options-implied Probability Densities, Option Pricing, Engineering +4

Oil, Equities, and the Zero Lower Bound

Deepa D. Datta, Benjamin K. Johannsen, Hannah Kwon et al. · American Economic Journal Macroeconomics · 2021 · 33 citations

Empirical Finance, Economics, Financial Economics +12

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

Deepa D. Datta, Juan M. Londoño, Bo Sun et al. · International Finance Discussion Paper · 2017 · 27 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk Management +23

What is Certain about Uncertainty?

Danilo Cascaldi-Garcia, Ilknur Zer, Deepa D. Datta et al. · International Finance Discussion Paper · 2020 · 26 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk Management +21