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Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip; Maheswaran, Srinivasan - In: Studies in economics and finance 34 (2017) 4, pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
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Analyzing information dynamics within trading companies : evidence from Indian market
Mishra, Shraddha; Kumar, Dilip - In: Theoretical economics letters 8 (2018) 6, pp. 1279-1311
Persistent link: https://www.econbiz.de/10011888216
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Forecasting Value-at-Risk (VaR) in the major Asian economies
Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1565-1581
Persistent link: https://www.econbiz.de/10011888646
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Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir; Kumar, Dilip - In: Research in international business and finance 47 (2019), pp. 344-353
Persistent link: https://www.econbiz.de/10012135746
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Measuring dependence between the USA and the Asian economies : a time-varying copula approach
Rajwani, Shegorika; Kumar, Dilip - In: Global business review 20 (2019) 4, pp. 962-980
Persistent link: https://www.econbiz.de/10012137520
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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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Do foreign institutional investors herd in emerging markets? : a study of individual stocks
Garg, Ashish Kumar; Mitra, Subrata Kumar; Kumar, Dilip - In: Decision 43 (2016) 3, pp. 281-300
Persistent link: https://www.econbiz.de/10011621811
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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir; Kumar, Dilip - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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Investigating the effect of information technology and key determinants on knowledge sharing and arriving at employee creativity
Sharma, Mahendra Kumar; Kumar, Dilip - In: Transforming human resource functions with automation, (pp. 121-144). 2021
Persistent link: https://www.econbiz.de/10012435620
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Integration of the Indian stock market with the world market : a study based on the time-varying Kalman filter approach
Rao Gangadharan, Srinivasa; Kumar, Dilip - In: International journal of accounting and finance 7 (2017) 2, pp. 110-126
Persistent link: https://www.econbiz.de/10011803615