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Discussion of “Revisiting Multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas And Jandhyala”
Sen, Rituparna, (2020)
Jumps and microstructure noise in stock price volatility
Sen, Rituparna, (2009)
Modeling jumps and volatility of the indian stock market using high-frequency data
Sen, Rituparna, (2016)