Research
Research
Statistics and Finance, Volatility Modeling in Financial Time Series,
Time-series analysis, Cryptocurrency markets, Financial econometrics
Prakash Raj, Koushik Bera, N. Selvaraju, "Power of Decomposition in Volatility Forecasting for Bitcoins," Pacific Basin Finance Journal, 93, 102839, 2025. [Link to the article]
Prakash Raj, Koushik Bera, N. Selvaraju, "A hybrid model for intraday volatility prediction in Bitcoin markets," The North American Journal of Economics and Finance, 78, 102426, 2025. [Link to the article]
Koushik Bera, Prakash Raj, N. Selvaraju, "An integrated framework for volatility prediction: Leveraging decomposition techniques with realized GARCH models," Computational Economics, 1–35, 2025. [Link to the article]
Koushik Bera, Prakash Raj, N. Selvaraju, "Forecasting financial volatility: A hybrid approach integrating ICEEMDAN and asymmetric volatility models," The Journal of Financial Data Science, 7(1), 54–75, 2025. [Link to the article]
Koushik Bera, Aryan Bhambu, Prakash Raj, N. Selvaraju, "A Heteroscedastic Neural Network Framework for Volatility Prediction," in Optimization and Artificial Intelligent Strategies for Engineering and Management, P.P. Mishra and D. Sarkar (eds), BS Publications, 60–67, 2025. [Link to the article]
Aryan Bhambu, Koushik Bera, Prakash Raj, N. Selvaraju, "Deep Learning Based Decomposition Methods for Financial Volatility Forecasting," in Current Progress in Interdisciplinary Research: Select Papers of RIC 2024, Pankaj Kalita, Prashant W. Patil, Sukanya Sharma, Rupam Barman (eds), Springer Nature, 3, 2025. [To appear]
Prakash Raj, Koushik Bera, N. Selvaraju, "Do Returns Still Matter? A Complete Asymmetric Volatility Model with Realized Measures in Financial Markets," communicated, 2025.
Prakash Raj, Koushik Bera, Aryan Bhambu, N. Selvaraju, Abhijeet Sinha, "Does the Distribution of Financial Returns Matter? Insights from Fat-Tailed Models in Volatility Forecasting," communicated, 2025.
Prakash Raj, N. Selvaraju, "Jump-Augmented Volatility Modeling in Bitcoin markets," communicated, 2025.
Prakash Raj, N. Selvaraju, "Investigating the Relationship Between Fiscal Deficit and Economic Growth: A Cointegration and VECM Approach for the Indian Economy," communicated, 2025.