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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
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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip - In: International review of economics & finance : IREF 49 (2017), pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
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Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
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Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
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Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
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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
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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
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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