Jaideep S. Oberoi

Kent Business School

University of Kent

Sibson Building, Parkwood Road

Canterbury, Kent CT2 7FS

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

471

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Inequality, Well-Being and Institutions in Latin America and the Caribbean

CESifo Working Paper Series No. 846
Number of pages: 39 Posted: 06 Mar 2003
Syed M. Ahsan and Jaideep S. Oberoi
Concordia University, Quebec - Department of Economics and Kent Business School
Downloads 195 (156,633)

Abstract:

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2.

Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions

Number of pages: 36 Posted: 15 May 2016 Last Revised: 01 Feb 2018
Jim E. Griffin, Gelly Mitrodima and Jaideep S. Oberoi
University of Kent, London School of Economics & Political Science (LSE) - Department of Statistics and Kent Business School
Downloads 122 (231,920)

Abstract:

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Dynamic multivariate quantile model, Return decomposition, Robust methods, CAViaR model

3.

Value at Risk models of autoregressive quantiles for improved performance on financial criteria

Number of pages: 41 Posted: 24 Aug 2015 Last Revised: 25 Oct 2017
Gelly Mitrodima and Jaideep S. Oberoi
London School of Economics & Political Science (LSE) - Department of Statistics and Kent Business School
Downloads 79 (309,590)
Citation 1

Abstract:

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Value at Risk; CAViaR model; Component model; Conditional loss; Conditional excess loss

4.

Estimating The Probability of Informed Trading: A Bayesian Approach

Number of pages: 45 Posted: 06 Jan 2019
Jim E. Griffin, Jaideep S. Oberoi and Samuel Oduro
University of Kent, Kent Business School and University of Kent
Downloads 55 (378,003)

Abstract:

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Probability of Informed Trading, PIN, software, Bayesian estimation, Information Asymmetry Risk

5.

Interest Rate Cycles and Corporate Risk Management

Number of pages: 42 Posted: 18 Mar 2009
Peter Christoffersen, Amrita Nain and Jaideep S. Oberoi
University of Toronto - Rotman School of Management, University of Iowa - Henry B. Tippie College of Business and Kent Business School
Downloads 13 (567,710)
Citation 2

Abstract:

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corporate risk management, hedging, market timing, derivatives, interest rate swaps

6.

Structuring and Pricing Home Equity Release With Better Sharing of House Price Risk

Number of pages: 29 Posted: 06 Jan 2019
Douglas W. Andrews and Jaideep S. Oberoi
University of Waterloo and Kent Business School
Downloads 7 (606,251)

Abstract:

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home-equity-release, no-negative-equity guarantee, reverse mortgages, securitization