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ECONIS (ZBW)
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
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
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