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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Kumar, Dilip"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Volatilität
Volatility
44
ARCH model
31
ARCH-Modell
31
Capital income
24
Estimation
23
Schätzung
23
Estimation theory
17
Schätztheorie
17
Forecasting model
16
India
16
Indien
16
Prognoseverfahren
16
Aktienmarkt
14
Stock market
14
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
12
Share price
12
Welt
11
World
11
Spillover effect
10
Spillover-Effekt
10
Theorie
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Theory
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Risikomaß
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Risk measure
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Structural break
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Strukturbruch
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Asia
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Asien
7
Ausreißer
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Efficient market hypothesis
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Effizienzmarkthypothese
7
Forecast evaluation
7
Outliers
7
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Article
49
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
49
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English
Norwegian
Slovak
Author
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Kumar, Dilip
Gupta, Rangan
218
Bahmani-Oskooee, Mohsen
112
Bouri, Elie
112
Ma, Feng
106
Zaremba, Adam
106
McMillan, David G.
98
Gnangnon, Sèna Kimm
94
Tiwari, Aviral Kumar
91
Wohar, Mark E.
91
Hammoudeh, Shawkat
84
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
66
Wang, Yudong
64
Nunnenkamp, Peter
61
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Brooks, Robert
56
Mensi, Walid
55
Apergēs, Nikolaos
54
Bali, Turan G.
54
Bollerslev, Tim
53
Ryu, Doojin
52
Salisu, Afees A.
52
Lucey, Brian M.
51
Nguyen, Duc Khuong
50
Fabozzi, Frank J.
48
Balcilar, Mehmet
47
Gil-Alaña, Luis A.
47
Hassan, M. Kabir
46
Shahzad, Syed Jawad Hussain
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Lee, Chien-chiang
45
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Theoretical economics letters
8
Economic modelling
4
Global business review
4
IIMB management review
4
International review of economics & finance : IREF
3
The journal of prediction markets
3
American journal of finance and accounting
2
Decision
2
International journal of emerging markets
2
Journal of emerging market finance
2
Journal of quantitative economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
Journal of economic research
1
Journal of financial reporting & accounting : JFRA
1
Macroeconomics and finance in emerging market economies
1
Margin: the journal of applied economic research
1
Paradigm : the journal of Institute of Management Technology
1
Research in international business and finance
1
Review of accounting & finance
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
Studies in economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
49
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1
European travel and leisure sector and uncertainties : a risk spillover analysis
Kumar, Dilip
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10014246014
Saved in:
2
Is financial development crucial to achieving the "2030 agenda of sustainable development"? : evidence from Asian countries
Khemani, Purnima
;
Kumar, Dilip
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5009-5027
Persistent link: https://www.econbiz.de/10014458457
Saved in:
3
Predictive view of the value relevance of earnings in India
Bashir, Hajam Abid
;
Bansal, Manish
;
Kumar, Dilip
- In:
Journal of financial reporting & accounting : JFRA
21
(
2023
)
5
,
pp. 937-957
Persistent link: https://www.econbiz.de/10014504656
Saved in:
4
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
5
Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Ambatipudi, Vamsidhar
;
Kumar, Dilip
- In:
Journal of emerging market finance
21
(
2022
)
2
,
pp. 184-210
Persistent link: https://www.econbiz.de/10013256889
Saved in:
6
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
9
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
10
Causal linkages among advanced emerging European and Asian economies
Kumar, Dilip
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012005378
Saved in:
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