Author

Abhinav Tiwari

Institution: Nirma University

Observed institution: Nirma University

ORCID: 0009-0006-7763-6930

Observed ORCID: 0009-0006-7763-6930

OpenAlex ID: A5153656600

Structural Break Detection and Regime-Dependent Financial Time-Series Forecasting Using Change-Point Models and Markov Switching: Evidence from Asia-Pacific Equity Markets

2026 · Abhinav Tiwari, Mehul Mehta, et al. · Research Square

Do Regime-Conditional Diffusion Models Improve Expected Shortfall Forecasts? Evidence from Asia-Pacific Equity Markets

2026 · Abhinav Tiwari · SSRN Electronic Journal

Do Regime-Conditional Diffusion Models Improve Expected Shortfall Forecasts? Evidence from Asia-Pacific Equity Markets

2026 · Abhinav Tiwari, Pranita Pandey · SSRN Electronic Journal

Works count: 3

Citation count:

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