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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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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
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A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip - In: Global business review 18 (2017) 6, pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
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Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
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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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Forecasting Value-at-Risk (VaR) in the major Asian economies
Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1565-1581
Persistent link: https://www.econbiz.de/10011888646
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Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani; Kumar, Dilip; Bouri, Elie - In: Pacific-Basin finance journal 82 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
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Systemic risk transmission from the United States to Asian economies during the COVID-19 period
Narayan, Shivani; Kumar, Dilip - In: Journal of emerging market finance 22 (2023) 1, pp. 57-84
Persistent link: https://www.econbiz.de/10014230240