Researchers

Anupam Dutta (UVA)

Anupam Dutta
Senior Resarcher
Anupam Dutta
UVA

Seconded from the University of Vaasa (UVA) to RMIT Europe, Barcelona

1 month, Summer 2022

Dr. Anupam Dutta is working as Senior Researcher at the School of Accounting and Finance, Vaasa University (Finland). His research interests include financial market volatility, asset pricing, and FinTech. He has a number of publications in these areas.

He has recently published in reputed business journals including Journal of Empirical Finance, International Journal of Finance and Economics, Economics Letters, Energy Economics, The Energy Journal, Tourism management, Technological Forecasting & Social Change, etc.

Anupam’s secondment experience:

Currently, I am working on measuring the risk linked to Bitcoin investments. The cryptocurrency markets, in general, appear to be highly volatile or we can say that they are risky assets. It is, therefore, important to find appropriate methods for modeling the volatility of this new asset class. Precise estimation of such volatility is of utmost importance to cryptocurrency investors who try to understand the underlying risk of their portfolio. My new study aims to develop some statistical models to measure such risk precisely. 

  • Why did you decide to go on a secondment?

I decided to go on a secondment as this could be a good opportunity to meet new researchers with different backgrounds. Such collaborations would be useful for conducting multidisciplinary research, which is really important in today’s academic world. 

  • What are the main research topics that you worked on during your secondment?

During my secondment, I was working mainly on one project titled ‘Forecasting the realized volatility of Bitcoin futures: The role of jump-induced volatility’. The main objective of this study is to develop some appropriate statistical models in order to precisely estimate the risk of Bitcoin futures market. 

  • Why did you decide to visit RMIT EU?

I chose to visit RMIT EU as this organization includes many secondments who are interested in working on FinTech and blockchain technology. It was a good decision to visit there as I gathered important information in the field of innovation, which would assist me in finding new research ideas.

  • What was the most valuable thing you took from your secondment?

During this secondment, I met researchers from varied backgrounds. While doing so, I shared my ideas and also came to know other researchers’ topics. I understood the importance of joint collaborations and hopefully, we will continue such associations in coming years. Overall, this secondment gives me a number of research ideas which can be implemented through joint collaborations. 

  • Why would you recommend to go on secondment?

I would recommend this type of secondment, since it is important for networking. Meeting new researchers always helps us to think from a different perspective. Networking, in general, is important for conducting multidisciplinary research. In sum, this type of secondment is really useful for expanding the opportunities of conducting innovative research in an international setup.  

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