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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
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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
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Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip; Maheswaran, S. - In: Review of accounting & finance 12 (2013) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
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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
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Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip; Maheswaran, S. - In: Macroeconomics and finance in emerging market economies 8 (2015) 1/3, pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
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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
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Long-range dependence in Indian stock market : a study of Indian sectoral indices
Kumar, Dilip - In: International journal of emerging markets 9 (2014) 4, pp. 505-519
Persistent link: https://www.econbiz.de/10011336733
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Are PIIGS stock markets efficient?
Kumar, Dilip - In: Studies in economics and finance 30 (2013) 3, pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
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Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip - In: The journal of prediction markets 13 (2019) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip - In: IIMB management review 29 (2017) 4, pp. 294-310
Persistent link: https://www.econbiz.de/10011879691