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Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: Decision 39 (2012) 3, pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
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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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Correlation transmission between crude oil and Indian markets
Kumar, Dilip; Maheswaran, S. - In: South Asian journal of global business research : … 2 (2013) 2, pp. 211-229
Persistent link: https://www.econbiz.de/10010126217
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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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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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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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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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Return and volatility spillover among the PIIGS economies and India
Kumar, Dilip; Maheswaran, Srinivasan - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 28-49
Persistent link: https://www.econbiz.de/10011508870