| Extreme quantile estimation based on financial time series S Dutta, S Biswas Communications in Statistics-Simulation and Computation 46 (6), 4226-4243, 2017 | 12 | 2017 |
| Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased S Dutta, S Biswas Communications in Statistics-Simulation and Computation 47 (2), 338-352, 2018 | 7 | 2018 |
| Assessing market risk of Indian index funds S Biswas, S Dutta Global Business Review 16 (3), 511-523, 2015 | 7 | 2015 |
| Nonparametric Estimation of Range Value at Risk S Biswas, R Sen Computation 11 (2), 28, 2023 | 3 | 2023 |
| Kernel based estimation of spectral risk measures S Biswas, R Sen arXiv preprint arXiv:1903.03304, 2019 | 3 | 2019 |
| Comparing market risk of Indian balanced, small and mid cap and large cap funds S Biswas, S Dutta Finance India 36 (2), 2022 | 1 | 2022 |
| Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data S Biswas, R Sen https://arxiv.org/abs/2402.14322, 2024 | | 2024 |
| Estimation and aplications of some risk measures in finance S Biswas Finance India 33 (1), 159, 2019 | | 2019 |
| Estimation of Value at Risk, Expected Shortfall and Median Shortfall S Biswas | | |
| Risk Measures S Biswas Advances in, 95, 0 | | |
Santanu DuttaMATHEMATICAL SCIENCES, TEZPUR UNIVERSITYAdresse e-mail validée de tezu.ernet.in
