Santosh Mishra

Biographical Information

Santosh Mishra, Assistant Professor of Economics, received his PhD from University of California, Riverside in 2003. He Joined the OSU Economics Department in fall 2004. To go to Professor Mishra's web page click here. To view Professor Mishra's curriculum vitae click here.

Research Interests

Santosh's research interests are in theoretical and applied econometrics. His current work includes analysis of parametric and nonparametric time series models, risk modeling of financial markets, and estimation of semi-parametric models. His research articles have appeared in International Journal of Forecasting and Econometric Reviews.

Teaching

Professor Mishra teaches courses in econometrics and Macroeconomics.

Selected Papers

"A class of improved parametrically guided nonparametric regression estimators", Forthcoming, Econometric Reviews, with Carlos Martins-Filho and Aman Ullah.

"Forecasting Volatility: A Reality Check Based on Option Pricing, Value-at-Risk, Utility Function, and Predictive Likelihood", International Journal of Forecasting, 20(4), 629-645, October-December 2004 with Gloria González-Rivera, and Tae-Hwy Lee.