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 1 6 13 74
Total Working Papers 0 0 0 55 1 6 13 74

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 2 25
A new approach to model and forecast volatility based on extreme value of asset prices 1 1 1 13 1 4 7 77
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices 0 1 3 31 0 3 13 152
An automatic bias correction procedure for volatility estimation using extreme values of asset prices 0 0 0 16 1 6 8 76
Are PIIGS stock markets efficient? 0 0 0 7 0 3 3 46
Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap 0 0 0 6 1 6 6 30
Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets 0 0 0 8 0 4 5 35
Asymmetric long memory volatility in the PIIGS economies 0 0 0 15 0 2 5 79
Correlations, Return and Volatility Spillovers in Indian Exchange Rates 0 0 0 7 1 5 6 43
Detecting sudden changes in volatility estimated from high, low and closing prices 1 1 1 46 2 7 8 188
Do foreign institutional investors herd in emerging markets? A study of individual stocks 0 0 3 12 0 8 13 84
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 2 6 10 58
Informational inefficiency of Bitcoin: A study based on high-frequency data 0 0 0 36 1 9 27 168
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 4 5 18
Long memory in Indian exchange rates: an application of power-law scaling analysis 0 0 0 8 1 5 9 36
Long range dependence in the Bitcoin market: A study based on high-frequency data 0 0 0 8 2 5 10 49
Long range dependence in the high frequency USD/INR exchange rate 0 0 0 5 2 6 6 60
Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach 0 0 0 5 0 1 6 35
Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect 0 0 0 4 0 4 4 34
Modeling and forecasting the additive bias corrected extreme value volatility estimator 0 0 1 15 1 3 6 82
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis 0 0 0 3 2 8 9 21
Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis 0 0 0 6 1 6 8 51
Return and volatility spillover among the PIIGS economies and India 0 0 0 17 1 6 6 73
Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors 0 0 0 16 0 4 5 78
Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey 0 0 1 2 0 2 3 14
Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets 0 0 1 5 1 8 12 41
Sudden changes in crude oil price volatility: an application of extreme value volatility estimator 0 0 0 5 0 2 5 32
Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis 0 0 0 7 0 6 7 60
Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator 1 1 1 10 3 9 11 41
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator 0 0 0 10 1 3 5 35
Volatility Persistence In The Presence Of Structural Breaks In The Indian Banking Sector 0 0 1 2 2 3 4 6
Total Journal Articles 3 4 13 343 27 148 234 1,827

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 1 2 2 7
Total Chapters 0 0 0 0 1 2 2 7

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Statistics updated 2026-03-04