Access Statistics for Dilip Kumar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator 0 0 0 55 2 6 10 70
Total Working Papers 0 0 0 55 2 6 10 70

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets 0 0 0 9 0 0 3 25
A new approach to model and forecast volatility based on extreme value of asset prices 0 0 0 12 1 1 4 74
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices 0 2 2 30 0 5 11 149
An automatic bias correction procedure for volatility estimation using extreme values of asset prices 0 0 0 16 1 2 3 71
Are PIIGS stock markets efficient? 0 0 0 7 0 0 0 43
Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap 0 0 0 6 2 2 2 26
Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets 0 0 0 8 0 0 1 31
Asymmetric long memory volatility in the PIIGS economies 0 0 0 15 1 2 4 78
Correlations, Return and Volatility Spillovers in Indian Exchange Rates 0 0 0 7 0 1 1 38
Detecting sudden changes in volatility estimated from high, low and closing prices 0 0 1 45 3 4 5 184
Do foreign institutional investors herd in emerging markets? A study of individual stocks 0 1 4 12 3 6 9 79
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis 0 0 0 6 1 4 5 53
Informational inefficiency of Bitcoin: A study based on high-frequency data 0 0 0 36 3 12 21 162
Integration of the Indian stock market with the world market: a study based on the time-varying Kalman filter approach 0 0 0 3 1 1 2 15
Long memory in Indian exchange rates: an application of power-law scaling analysis 0 0 0 8 1 5 5 32
Long range dependence in the Bitcoin market: A study based on high-frequency data 0 0 0 8 1 2 6 45
Long range dependence in the high frequency USD/INR exchange rate 0 0 0 5 1 1 1 55
Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach 0 0 0 5 1 2 8 35
Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect 0 0 0 4 2 2 3 32
Modeling and forecasting the additive bias corrected extreme value volatility estimator 0 0 1 15 0 2 3 79
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis 0 0 0 3 1 1 2 14
Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis 0 0 0 6 1 1 4 46
Return and volatility spillover among the PIIGS economies and India 0 0 0 17 1 1 1 68
Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors 0 0 1 16 1 1 3 75
Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey 0 0 1 2 1 1 2 13
Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets 0 0 1 5 4 5 8 37
Sudden changes in crude oil price volatility: an application of extreme value volatility estimator 0 0 0 5 1 3 5 31
Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis 0 0 0 7 0 0 1 54
Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator 0 0 0 9 5 5 7 37
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator 0 0 0 10 1 1 4 33
Volatility Persistence In The Presence Of Structural Breaks In The Indian Banking Sector 0 0 1 2 0 0 1 3
Total Journal Articles 0 3 12 339 38 73 135 1,717

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets 0 0 0 0 0 0 0 5
Total Chapters 0 0 0 0 0 0 0 5

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Statistics updated 2026-01-09