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Structural breaks in volatility transmission from developed markets to major Asian emerging markets
Kumar, Dilip - In: Journal of emerging market finance 18 (2019) 2, pp. 172-209
Persistent link: https://www.econbiz.de/10012121478
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What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip - In: Journal of economic research 24 (2019) 1, pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
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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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Volatility prediction : a study with structural breaks
Kumar, Dilip - In: Theoretical economics letters 8 (2018) 6, pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
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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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Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip - In: IIMB management review 28 (2016) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
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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