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Volatility
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Theoretical economics letters
11
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6
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ECONIS (ZBW)
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13
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9
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6
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41
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
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42
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
Saved in:
43
Small sample properties of non-parametric tests of the martingale hypothesis
Kumar, Dilip
;
Maheshwaran, S.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
1
,
pp. 17-36
Persistent link: https://www.econbiz.de/10010406355
Saved in:
44
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
Saved in:
45
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
Saved in:
46
Consumer behavior of women towards purchasing decision on passenger cars
Mahesh V J
;
Kumar, Dilip
- In:
Journal of Contemporary Issues in Business and Government
26
(
2020
)
2
,
pp. 1087-1093
Persistent link: https://www.econbiz.de/10012545369
Saved in:
47
Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Kumar, Dilip
;
Maheswaran, S.
- In:
Margin: the journal of applied economic research
7
(
2013
)
1
,
pp. 61-91
Persistent link: https://www.econbiz.de/10009738171
Saved in:
48
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
49
Asymmetric dynamic conditional correlation approach to financial contagion : a study of Asian markets
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
17
(
2016
)
6
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10011665161
Saved in:
50
Opening noise in the Indian stock market : analysis at individual stock level
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10012005211
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