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Optimal sampling frequency for volatility forecast models for the Indian stock markets

Bhattacharyya, Malay; Kumar-M, Dileep; Kumar, Ramesh - In: Journal of forecasting 28 (2009) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10008171557

Optimal sampling frequency for volatility forecast models for the Indian stock markets

Bhattacharyya, Malay; M, Dileep Kumar; Kumar, Ramesh - In: Journal of Forecasting 28 (2009) 1, pp. 38-54

This paper evaluates the performance of conditional variance models using high-frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated...

Persistent link: https://www.econbiz.de/10005635553

Entrepreneurial orientation and internationalization of SME's

Kumar M., Dileep - In: International economics & finance journal : (IEFJ) 10 (2015) 2, pp. 207-228

Persistent link: https://www.econbiz.de/10011584545

Case study of an aerospace company : strategic retention of workforce

Kumar M., Dileep; Nor Azila Mohd Noor; Govindarajo, … - 2014

Persistent link: https://www.econbiz.de/10011286270

Entrepreneurial orientation and internationalization of SME's

Kumar M., Dileep - In: International journal of business policy and economics 5 (2012) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10009712142

Entrepreneurial orientation and internationalization of SME's

Kumar M., Dileep - In: International economics & finance journal : (IEFJ) 7 (2012) 2, pp. 355-376

Persistent link: https://www.econbiz.de/10009722994

Entrepreneurial orientation and internationalization of SME's

Kumar M., Dileep - In: International journal of business policy and economics 5 (2012) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10010096810

Entrepreneurial orientation and internationalization of SME's

Kumar M., Dileep - In: International economics & finance journal : (IEFJ) 7 (2012) 2, pp. 355-376

Persistent link: https://www.econbiz.de/10010117978

Contemporary financial risk management : the role of value at risk (VAR) models ; an academic perspective

Bhattacharyya, Malay - In: IIMB management review 20 (2008) 3, pp. 292-296

Persistent link: https://www.econbiz.de/10003806128

Contemporary financial risk management : the role of value at risk (VAR) models ; an academic perspective

Bhattacharyya, Malay - In: IIMB management review 20 (2008) 3, pp. 292-296

Persistent link: https://www.econbiz.de/10009894351

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