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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 changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
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Discrete multi-module capacitated lot-sizing problems with multiple items
Kulkarni, Kartik; Bansal, Manish - In: Operations research letters 50 (2022) 2, pp. 168-175
Persistent link: https://www.econbiz.de/10013192673
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Planar maximum coverage location problem with partial coverage and rectangular demand and service zones
Bansal, Manish; Kianfar, Kiavash - In: INFORMS journal on computing : JOC 29 (2017) 1, pp. 152-169
Persistent link: https://www.econbiz.de/10011648546
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On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 279 (2019) 2, pp. 296-307
Persistent link: https://www.econbiz.de/10012110699
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Robust decision making using a general utility set
Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
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Second order duality for nondifferentiable multiobjective programming problem involving (F, α, ρ, d)-V-type I functions
Jayswal, Anuarg; Kumar, Dilip; Kumar, Rajnish - In: Optimization letters 4 (2010) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003958315
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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
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Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Kumar, Dilip - In: Theoretical economics letters 6 (2016) 3, pp. 426-431
Persistent link: https://www.econbiz.de/10011546643
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Are major global stock markets efficient? : an application of the martingale difference hypothesis with wild bootstrap
Kumar, Dilip; Maheswaran, Srinivasan - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 217-233
Persistent link: https://www.econbiz.de/10010403610