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Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip - In: The journal of prediction markets 13 (2019) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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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
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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