Concepedia

Pratap Chandra Pati

PC

Statistics

Publications

5

Citations

136

H-Index

5

Active since

2010

Affiliations

Indian Institute of Technology Kharagpur(Current)

Indian School of Business

Pratap Chandra Pati is an author at Indian Institute of Technology Kharagpur specializing in asset pricing, business, and time series econometrics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsTime Series EconometricsForecastingEconometricsGlobal FinanceVolatility ModelingEconomics

Publications per year

2010–2019

5

Publications

5

Forecasting stock market volatility and information content of implied volatility index

Pratap Chandra Pati, Parama Barai, Prabina Rajib · Applied Economics · 2017 · 49 citations

Volatility Modeling, Engineering, Volatility Index +20

Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures

Pratap Chandra Pati, Prabina Rajib · Applied Economics Letters · 2010 · 36 citations

Volatility Modeling, Time Series Econometrics, Asset Pricing +17

Volatility persistence and trading volume in an emerging futures market

Pratap Chandra Pati, Prabina Rajib · The Journal of Risk Finance · 2010 · 28 citations

Volatility Modeling, Engineering, Conditional Volatility +17

Information, Price Discovery and Causality in the Indian Stock Index Futures Market

Pratap Chandra Pati, Purna Chandra Padhan · SSRN Electronic Journal · 2010 · 12 citations · Full text

Economics, Financial Economics, Asset Pricing +14

The role of the volatility index in asset pricing: The case of the Indian stock market

Pratap Chandra Pati, Prabina Rajib, Parama Barai · The Quarterly Review of Economics and Finance · 2019 · 11 citations

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