Ramaprasad Bhar

Associate Professor of Finance
BSc (Hons) BTech MTech Calcutta, MASc Waterloo, MBA PhD UTS

 

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  Quadrangle Room: QUAD3056A
Phone Number: +61 2 9385 4930
Fax Number: +61 2 9385 6347
E-Mail Addresss: r.bhar@unsw.edu.au
Personal Webpage: http://www.bhar.id.au/
 

Research Interests

  • Research Fields:
    • Quantitative Finance
    • Advanced Econometrics
    • Computational Issues
  • Current Research Interests:
    • Hidden Markov Models
    • Estimation of Stochastic Volatility Models
    • State Space Models with Markov Switching
    • Non-fundamental Component of Asset Price
    • Dynamic Bayesian Algorithm
    • Portfolio Flows and Its Impact on Asset Prices
    • Independent Component Analysis for Factor Models

Publications

Working Papers

Teaching Responsibilities

  • No Current

Administrative Responsibilities

  • No Current

Other Information