Research Team

🎓 Graduating Students (2025)

Amritha

Studied joint downside tail risk in Indian equities using empirical copulas. Her work focused on lower tail dependence estimation using a 64-copula model framework.

Sushant Singh

Estimated the Generalized Tempered Stable distribution on Nifty 50 return data. His work laid the foundation for option pricing models based on real return behavior.

Jai Shivam

Used Sushant’s GTS parameters to price European options on Nifty. Applied Fourier inversion to benchmark vs Black-Scholes in volatile scenarios.

📘 Current Students

Hariharasudhan

Investigates rolling AIC-based comparisons between normal and stable distributions in return segments.

Tania

Builds event study frameworks to test semi-strong EMH in Indian equity markets, focusing on abnormal returns around macro and corporate news.