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~person:"Kumar, Dilip"
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Kumar, Dilip
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360
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179
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146
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140
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71
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69
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68
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65
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64
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64
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62
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60
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58
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57
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56
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56
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56
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56
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56
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55
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54
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Research in international business and finance
47
(
2019
),
pp. 344-353
Persistent link: https://www.econbiz.de/10012135746
Saved in:
9
Structural breaks in volatility transmission from developed markets to major Asian emerging markets
Kumar, Dilip
- In:
Journal of emerging market finance
18
(
2019
)
2
,
pp. 172-209
Persistent link: https://www.econbiz.de/10012121478
Saved in:
10
What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip
- In:
Journal of economic research
24
(
2019
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
Saved in:
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