Rahul Thekkedath

About

Time Series Modelling, Financial Time Series, Cash and Debt Management, Macroeconomic Forecasting

Employment

• Reserve Bank of India Assistant Adviser

Education

• Cochin University of Science and Technology PhD in Statistics

Projects & Funding

Projects & funding information is unavailable.

Publications (10)

• New parameterization of stochastic conditional range models for financial volatility modelling
  Communications in Statistics - Simulation and Computation 2026 DOI: 10.1080/03610918.2024.2408625
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• Microstructure of Kerala State Open Market Borrowings: An Empirical Analysis
  IASSI Quarterly: Contributions to Indian Social Science 2023
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• On the Effectiveness of Insolvency and Bankruptcy Code, 2016: Empirical Evidence From India
  Law and Business 2022 DOI: 10.2478/law-2022-0003
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• On Normal-Laplace Stochastic Volatility Model
  Stochastics and Quality Control 2022 DOI: 10.1515/eqc-2022-0013
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• Road traffic accident mortality analysis based on time of occurrence: Evidence from Kerala, India
  Clinical Epidemiology and Global Health 2021 DOI: 10.1016/j.cegh.2021.100745
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• The delayed effect of temperature on the risk of hospitalization due to COVID-19: evidence from Mumbai, India
  Epidemiologic Methods 2020 DOI: 10.1515/em-2020-0039
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• Modelling of Stochastic Volatility Using Birnbaum-Saunders Markov Sequence
  Statistics and Applications 2019
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• Time series with Birnbaum-Saunders marginal distributions
  Applied Stochastic Models in Business and Industry 2018 DOI: 10.1002/asmb.2324
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• State Government Yield Spreads – Do Fiscal Metrics Matter?
  Mint Street Memos, Reserve Bank of India 2017
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• Inverse Gaussian Distribution for Modeling Conditional Durations in Finance
  Communications in Statistics - Simulation and Computation 2014 DOI: 10.1080/03610918.2012.705938
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