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Long-range dependence in Indian stock market : a study of Indian sectoral indices
Kumar, Dilip
- In:
International journal of emerging markets
9
(
2014
)
4
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011336733
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2
Are PIIGS stock markets efficient?
Kumar, Dilip
- In:
Studies in economics and finance
30
(
2013
)
3
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
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3
Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
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4
Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip
- In:
Global business review
15
(
2014
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
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5
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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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
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7
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
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8
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:
9
Factors impacting the interest rate derivatives usage in Indian commercial banks
Kumar, Dilip
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 596-614
Persistent link: https://www.econbiz.de/10011674445
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
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