Applied time-series models in economics and finance
Avishek Bhandari (2018). Long Memory in Stock Returns: An Analysis Using a Wavelet Based Semi-Parametric Estimator. The Empirical Economics Letters. 17(2), February 2018.
Avishek Bhandari (2017). Wavelets based multiscale analysis of select global equity
returns. Theoretical and Applied Economics. No 4/2017 (613).
Avishek Bhandari and Bandi Kamaiah. (2017). On the dynamics of Inflation-Stock returns in India. Journal of Quantitative Economics. Springer
Avishek Bhandari, Yazir P, Hafsal K. (2016). Co-movements and Volatility spillover in Asian Forex Market: A Multivariate GARCH and MRA Approach. The Empirical Economics Letters. 15(4), April 2016. (ISSN 1681-8997)
Avishek Bhandari and Bandi Kamaiah. (2015). An Analysis of Lead-Lag Relationship Between Stock Returns Using Spectral Methods. The IUP Journal of Applied Economics, Vol XIV, January 2015.
BA (Hons) Economics from Sri Sathya Sai Institute of Higher Learning