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Vineet Virmani

Observed name: Virmani, Vineet
ORCID: 0000-0001-5228-3012
Observed ORCID: 0000-0001-5228-3012
OpenAlex ID: A5028632017
The impact of COVID-19 on tail risk: Evidence from Nifty index options
2021 · Sobhesh Kumar Agarwalla, Jayanth R. Varma, et al. · Economics Letters · 25
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Operationalising Taylor-type Rules for the Indian Economy: Issues and Some Results (1992Q3 2001Q4)
2004 · Vineet Virmani · RePEc: Research Papers in Economics · 22
Estimating Output Gap for the Indian Economy: Comparing Results from Unobserved-Components Models and the Hodrick-Prescott Filter
2004 · Vineet Virmani · RePEc: Research Papers in Economics · 18
Unit Root Tests: Results from some recent tests applied to select Indian macroeconomic variables
2004 · Vineet Virmani · RePEc: Research Papers in Economics · 11
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market
2021 · Sobhesh Kumar Agarwalla, Jayanth R. Varma, et al. · Journal of Futures Markets · 10
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On estimability of parsimonious term structure models: an experiment with the Nelson–Siegel specification
2012 · Vineet Virmani · Applied Economics Letters · 9
Numeracy and Financial Literacy of Forest-dependent Communities
2019 · Sundar Balakrishna, Vineet Virmani · Vikalpa The Journal for Decision Makers · 6
Computational Finance Using QuantLib-Python
2016 · Jayanth R. Varma, Vineet Virmani · Computing in Science & Engineering · 6
Shiny Alternative for Finance in the Classroom
2017 · Jayanth R. Varma, Vineet Virmani · RePEc: Research Papers in Economics · 4
Numeracy and Financial Literacy of Forest Dependent Communities Evidence from Andhra Pradesh
2013 · B. Sundar, Vineet Virmani · RePEc: Research Papers in Economics · 4
Developing a Back Series of Monthly and Quarterly National Income Estimates for India: 1983Q1 – 1999Q4 (1993-94 = 100)
2003 · Vineet Virmani, Kapoor Rohit · RePEc: Research Papers in Economics · 4
Shareholders’ reaction to ethical image of sports teams: an event study in the Indian Premier League
2019 · Saravana Jaikumar, Viswanath Pingali, et al. · DECISION · 3
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market
2021 · Sudarshan Kumar, Vineet Virmani · Applied Economics · 2
Time Discount Rate of Forest-Dependent Communities: Evidence from Andhra Pradesh, India
2020 · Sundar Balakrishna, Vineet Virmani · Vikalpa The Journal for Decision Makers · 2
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Attitudes towards Risk of Forest Dependent Communities Evidence from Andhra Pradesh
2013 · B. Sundar, Vineet Virmani · RePEc: Research Papers in Economics · 2
Reliance Communications: On the Brink of Bankruptcy
2024 · Jayanth Varma, Vineet Virmani · 1
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach
2023 · Sudarshan Kumar, Sobhesh Kumar Agarwalla, et al. · Journal of Futures Markets · 1
Model Risk in Pricing Path-dependent Derivatives: An Illustration
2014 · Vineet Virmani · RePEc: Research Papers in Economics · 1
"Impatience" of Forest Dependent Communities Evidence from Andhra Pradesh
2013 · B. Sundar, Vineet Virmani · RePEc: Research Papers in Economics · 1
On the Choice of Optimization Routine in Estimation of Parsimonious Term Structure Models: Results from the Svensson Model
2013 · Vineet Virmani · RePEc: Research Papers in Economics · 1
Probability in Finance - I: Mathematics of the Martingale and the Numeraire Change Approach to the Black-Scholes Option Pricing Formula
2013 · Vineet Virmani · 1
Distribution of Cross-section of Price Changes and Measurement of Inflation
2012 · Vineet Virmani · The Indian Economic Journal · 1
Assessing NSEs Daily Zero Coupon Yield Curve Estimates: A Comparison with Few Competing Alternatives
2006 · Vineet Virmani · RePEc: Research Papers in Economics · 1
Fan Charts as Useful ‘Maps’ for an Inflation-Targeting Central Bank: An Illustration of the Sveriges Riksbank’s Method for Presenting Density Forecasts of Inflation
2004 · Vineet Virmani · RePEc: Research Papers in Economics · 1
Python Stack for Design and Visualization in Financial Engineering
2024 · Jayanth R. Varma, Vineet Virmani · Intelligent systems reference library
Works count: 42
Citation count: 137
H-index: 6
I10-index: 5
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