Kanchan Mukherjee

Department: Mathematics and Statistics
Room: B21 Fylde
Tel: +44 (0)1524 593945
Email: Email This Person
Homepage: http://www.maths.lancs.ac.uk/~mukherjk/

I am a senior lecturer in Statistics in the Department of Mathematics and Statistics. Prior to joining Lancaster in 2007, I taught in the National University of Singapore and the University of Liverpool.

Broadly speaking, my research is related to robust estimation under dependent observations.
My current research focuses on proposing and computing new, efficient and robust estimators of the parameters associated with volatility models such as GARCH model and to study them both theoretically and empirically based on simulated and real data sets.