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Personal Details 1
Expertise Details 1
Experience Details 1
Qualification Details 1
Employee ID 0.2
Orcid ID 0.2
Researcher ID 0.2
Scopus ID 0.2
Google Scholar ID 0.2
Honours <=3< /td> 0.3
Honours >3 0.5
Project worth less than Rs.5,00,000/- 0.2
Project worth more than Rs.5,00,000/- 0.5
Membership in professional Bodies < 5 0.5
Membership in professional bodies >=5 1
No of publications <=15 1
No of publications between 15-45 2
No of publications >45 3

Vidwan Score 5.4

54% Complete
6 Articles

Dr Rajan Pandey

 Assistant Professor
Birla Institute of Technology and Science, Pilani

Publications

  • 6
    Journal Articles
  • 5

Citations / H-Index

14 Citations
2 h-index
3 Citations

Co-author Network

Expertise

Economics

Modeling and forecasting volatility of financial assets and commodities by using the information on historical prices. Information content of volatility implied in the option prices in predicting realized volatility. Application of High-Frequency Data in modeling and predicting short-term volatility in the stock market. Other areas of research such as the study of market anomalies, spillover effects, and macroeconomic factors for estimation and prediction of the volatility of the stock market.

Personal Information

Dr Rajan Pandey

1983 Male
Birla Institute Of Technology And Science, Pilani, Vidya Vihar
Pilani, Rajasthan, - 333031

Experience

  • Assistant Professor

    Department of Economics and Finance

    Birla Institute of Technology and Science, Pilani, Jhunjhunu

Qualification

  • Ph.D

Publications (6)

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