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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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Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip - In: IIMB management review 26 (2014) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
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Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
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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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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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Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip - In: Journal of quantitative economics 16 (2018) 2, pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
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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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Factors impacting the interest rate derivatives usage in Indian commercial banks
Kumar, Dilip - In: Theoretical economics letters 7 (2017) 3, pp. 596-614
Persistent link: https://www.econbiz.de/10011674445
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Causal linkages among advanced emerging European and Asian economies
Kumar, Dilip - In: Theoretical economics letters 9 (2019) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10012005378