I am Arpita Mukherjee. Welcome to my website!
I am Arpita Mukherjee. Welcome to my website!
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I received my Ph.D. in Economics from Rutgers University. I am currently working for the Portfolio Research Team (Office of Chief Investment Officer) at Fort L.P.
My research interests are Financial Economics, Econometrics, Empirical Finance, Machine Learning in Finance and Big Data Forecasting.
My paper "Evidence on the Importance of Volatility Density Forecasting for Financial Risk Management" provides new empirical evidence of the relative usefulness of interval (density) and point forecasts of asset-return volatility, in the context of financial risk management.
My paper "Financial Econometrics and Big Data: A Survey of Volatility Estimators and Tests for the Presence of Jumps and Co-Jumps" coauthored with Weija Peng, Norman Swanson and Xiye Yang discusses key theoretical advances in the areas of financial risk estimation and modeling and was published in the Handbook of Statistics, Vol 42.
PFA my resume for more details.
Contact information:Email: arpitamukherjee812@gmail.comPhone: 6466479413
My research interests are Financial Economics, Econometrics, Empirical Finance, Machine Learning in Finance and Big Data Forecasting.
My paper "Evidence on the Importance of Volatility Density Forecasting for Financial Risk Management" provides new empirical evidence of the relative usefulness of interval (density) and point forecasts of asset-return volatility, in the context of financial risk management.
My paper "Financial Econometrics and Big Data: A Survey of Volatility Estimators and Tests for the Presence of Jumps and Co-Jumps" coauthored with Weija Peng, Norman Swanson and Xiye Yang discusses key theoretical advances in the areas of financial risk estimation and modeling and was published in the Handbook of Statistics, Vol 42.
PFA my resume for more details.
Contact information:Email: arpitamukherjee812@gmail.comPhone: 6466479413
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