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~person:"Degiannakis, Stavros"
~person:"Kumar, Dilip"
~subject:"Financial crisis"
~subject:"Outliers"
~subject:"Volatilität"
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18
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Degiannakis, Stavros
Kumar, Dilip
McAleer, Michael
62
Allen, David E.
27
Pérez Amaral, Teodosio
20
Chang, Chia-Lin
16
Hammoudeh, Shawkat
16
Caporin, Massimiliano
14
Stoja, Evarist
14
Härdle, Wolfgang
13
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13
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11
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10
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9
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9
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9
Paolella, Marc S.
9
Powell, Robert
9
Xu, Dinghai
9
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9
Asai, Manabu
8
Gupta, Rangan
8
Prokopczuk, Marcel
8
Scharth, Marcel
8
Schaumburg, Julia
8
Stoyanov, Stoyan V.
8
Ahelegbey, Daniel Felix
7
Ardia, David
7
Chen Zhou
7
Daouia, Abdelaati
7
Giudici, Paolo
7
Harris, Richard D. F.
7
Ji, Qiang
7
Karmakar, Madhusudan
7
Straetmans, Stefan
7
Stupfler, Gilles
7
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7
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6
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6
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International review of financial analysis
2
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1
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1
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1
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1
Journal of quantitative economics
1
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1
Pacific-Basin finance journal
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ECONIS (ZBW)
13
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1
Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani
;
Kumar, Dilip
;
Bouri, Elie
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
Saved in:
2
Systemic risk transmission from the United States to Asian economies during the COVID-19 period
Narayan, Shivani
;
Kumar, Dilip
- In:
Journal of emerging market finance
22
(
2023
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10014230240
Saved in:
3
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:
4
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:
5
Forecasting
Value-at-Risk
(VaR) in the major Asian economies
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10011888646
Saved in:
6
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
7
Multiple-days-ahead
value-at-risk
and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
8
Value-at-risk
and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
9
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
10
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
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