Suparna Biswas

Employment

• Indian Institute of Science Education and Research, Tirupati Assistant Professor
  2026 - Present
• Indian Statistical Institute WISE Postdoctoral Fellow
  2024 - 2026
• Indian Statistical Institute DST Women Scientist-A
  2020 - 2023
• Indian Statistical Institute Visiting Scientist
  2020 - 2020
• Indian Statistical Institute Visiting Scientist
  2018 - 2019

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (10)

• Econometric Modeling of Market Risk: Application to Indian Stock Exchange
  Suparna Biswas, Rituparna Sen
  Contributions to Management Science 2026 DOI: 10.1007/978-981-97-9060-9_7
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• Kernel-based estimation of spectral risk measures
  Suparna Biswas, Rituparna Sen
  The Journal of Risk 2024 DOI: 10.21314/jor.2024.002
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• Nonparametric Estimation of Range Value at Risk
  Suparna Biswas, Rituparna Sen
  Computation 2023 DOI: 10.3390/computation11020028
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• Comparing market risk of Indian balanced, small and mid cap and large cap funds
  Finance India 2022
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• Comparing Market Risk of Indian Balanced, Small and Mid cap and Large cap Funds
  Finance India 2022
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• Estimation and aplications of some risk measures in finance
  Finance India 2019
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• Kernel based estimation of spectral risk measures
  arXiv 2019
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• Nonparametric estimation of 100(1 − p)% expected shortfall: p <font>→</font> 0 as sample size is increased
  Santanu Dutta, Suparna Biswas
  Communications in Statistics - Simulation and Computation 2018 DOI: 10.1080/03610918.2016.1152370
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• Extreme quantile estimation based on financial time series
  Santanu Dutta, Suparna Biswas
  Communications in Statistics: Simulation and Computation 2017 DOI: 10.1080/03610918.2015.1112908
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• Assessing Market Risk of Indian Index Funds
  Suparna Biswas, Santanu Dutta
  Global Business Review 2015 DOI: 10.1177/0069966715569938
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