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~person:"Kumar, Dilip"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Lehrbuch"
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ECONIS (ZBW)
12
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On detecting sudden changes in the unconditional volatility of a time series
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 256-261
Persistent link: https://www.econbiz.de/10011545581
Saved in:
2
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:
3
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Volatility persistence in the presence of structural breaks in the Indian banking sector
Kumar, Dilip
;
Maheswaran, S.
- In:
Paradigm : the journal of Institute of Management Technology
15
(
2011
)
1/2
,
pp. 8-17
Persistent link: https://www.econbiz.de/10011758435
Saved in:
7
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
8
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
9
Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip
;
Maheswaran, S.
- In:
Review of accounting & finance
12
(
2013
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
Saved in:
10
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
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