1 citations · 1 across the 10 of their papers we have counts for
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Measuring the Arrow of Time: Identification, Estimation, and Inference for Directional Structure in Multivariate Time Series
Avishek Bhandari
Many questions across the sciences take the same form: several coupled series are observed together, and the analyst wants to know not merely that they move together but which one…
Econstellar: An Open-Source AI-Augmented Research Engine for Computational Financial Econometrics
Avishek Bhandari
Turning a promising economic idea into a credible empirical finding is, in practice, an expensive undertaking: it demands a great deal of specialised computation, and the results a…
Scale-Ordered Contagion: A Spectral Theory of Heterogeneous Information Adaptation in Financial Networks
Avishek Bhandari, Ipsita Parida
In this paper, an attempt is made to examine how the speed at which financial markets absorb information governs the way shocks travel between them. It may be noted that a market w…
A wavelet analysis of inter-dependence, contagion and long memory among global equity markets
Avishek Bhandari
This study attempts to investigate into the structure and features of global equity markets from a time-frequency perspective. An analysis grounded on this framework allows one to…