Narrow search
Showing 1 - 10 of 25
Cover Image
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip; Maheswaran, S. - In: International review of economics & finance : IREF 33 (2014), pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Cover Image
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip; Maheswaran, S. - In: IIMB management review 24 (2012) 3, pp. 123-136
Persistent link: https://www.econbiz.de/10009724325
Cover Image
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 31 (2013), pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Cover Image
Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests
Kumar, Dilip; Maheswaran, S. - In: Decision 39 (2012) 2, pp. 62-85
Persistent link: https://www.econbiz.de/10009670164
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Post-colonial finance
Maheswaran, S.; Balasubramanian, G.; Yoonus, C. A. - In: Journal of emerging market finance 10 (2011) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10009301370
Cover Image
Cross-sectional dispersion in the Indian stock market
Maheswaran, S.; Balasubramanian, G.; Yoonus, C. A. - In: Decision 38 (2011) 3, pp. 68-101
Persistent link: https://www.econbiz.de/10009716063
Cover Image
Opening jump and noise trading
Maheswaran, S.; Balasubramanian, G.; Yoonus, C. A. - In: Finance India : the quarterly journal of Indian … 28 (2014) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10010421841