Raja P. Velu

Tulane University — United States

Mathematics · Physical Sciences

15h-index1.3kcitations82works0.02yr avg
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Research Topics

Advanced Statistical Methods and Models(24), Statistical Methods and Inference(18), Financial Risk and Volatility Modeling(8), Bayesian Methods and Mixture Models(6), Financial Markets and Investment Strategies(5)

Publications82 total

On Variants of Factor Models With Applications in Finance
Sankhya A·2025
Seemingly Unrelated Regressions Models With Reduced Ranks
Lecture notes in statistics·2022· 1 cited
High-Dimensional Reduced-Rank Regression
Lecture notes in statistics·2022· 1 cited
Feasible GLS factors
SSRN Electronic Journal·2022Open Access
Multivariate Linear Regression
Lecture notes in statistics·2022· 1 cited
Reduced-Rank Regression Model
Lecture notes in statistics·2022· 2 cited
Reduced-Rank Regression Model With Autoregressive Errors
Lecture notes in statistics·2022
Efficient modeling of cross-sectional stock returns via Reduced Rank (Seemingly Unrelated) Regression
SSRN Electronic Journal·2022· 1 citedOpen Access
Unbiased Risk Estimation in Reduced-Rank Regression
Lecture notes in statistics·2022
Multivariate Reduced-Rank Regression
Lecture notes in statistics·2022· 32 cited
Multiple Time Series Modeling With Reduced Ranks
Lecture notes in statistics·2022
Generalized Reduced-Rank Regression
Lecture notes in statistics·2022
Sparse Reduced-Rank Regression
Lecture notes in statistics·2022· 1 cited
Applications of Reduced-Rank Regression in Financial Economics
Lecture notes in statistics·2022· 1 cited
Partially Reduced-Rank Regression with Grouped Responses
Lecture notes in statistics·2022
Reduced-Rank Regression Models with Two Sets of Regressors
Lecture notes in statistics·2022
The Growth Curve Model and Reduced-Rank Regression Methods
Lecture notes in statistics·2022
Univariate Time Series Models
2020· 1 cited
Dynamic Portfolio Management and Trading Strategies
2020
Market Impact Models
2020
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Frequent Co-authors

Gregory C. Reinsel(20), Kun Chen(7), Dean W. Wichern(3), Maxence Hardy(3), Daniel Nehren(3), Rakesh Agrawal(3), Samuel Ieong(3), Rakesh Agrawal(2), Xiaojun He(2), George Tesar(2), G. Mohan Naidu(2), Zhaoque Zhou(2), Paolo Paruolo(1), Sanjay Dixit(1), Martha Castle(1), L. Swisher(1), Charles J. Hodge(1), Allan S. Jaffe(1), Asma Arif(1), Robert A. Levine(1)