Access Statistics for Dilip Kumar

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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 1 1 61
Total Working Papers 0 0 0 55 1 1 1 61

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 1 2 9 1 2 3 23
A new approach to model and forecast volatility based on extreme value of asset prices 0 0 0 12 0 0 1 70
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices 0 1 1 28 0 2 7 139
An automatic bias correction procedure for volatility estimation using extreme values of asset prices 0 0 0 16 0 0 2 68
Are PIIGS stock markets efficient? 0 0 0 7 0 0 1 43
Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap 0 0 0 6 0 0 0 24
Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets 0 0 0 8 0 0 3 30
Asymmetric long memory volatility in the PIIGS economies 0 0 0 15 0 0 1 74
Correlations, Return and Volatility Spillovers in Indian Exchange Rates 0 1 1 7 0 1 2 37
Detecting sudden changes in volatility estimated from high, low and closing prices 0 1 2 45 0 1 5 180
Do foreign institutional investors herd in emerging markets? A study of individual stocks 0 1 1 9 0 1 4 71
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 1 6 0 0 2 48
Informational inefficiency of Bitcoin: A study based on high-frequency data 0 0 2 36 0 0 5 141
Integration of the Indian stock market with the world market: a study based on the time-varying Kalman filter approach 0 0 1 3 0 0 2 13
Long memory in Indian exchange rates: an application of power-law scaling analysis 0 0 0 8 0 0 0 27
Long range dependence in the Bitcoin market: A study based on high-frequency data 0 0 0 8 0 0 0 39
Long range dependence in the high frequency USD/INR exchange rate 0 0 0 5 0 0 1 54
Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach 0 0 0 5 0 2 4 29
Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect 0 0 0 4 0 1 1 30
Modeling and forecasting the additive bias corrected extreme value volatility estimator 0 0 0 14 0 0 1 76
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis 0 0 1 3 0 0 2 12
Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis 0 0 0 6 0 2 3 43
Return and volatility spillover among the PIIGS economies and India 0 0 0 17 0 0 2 67
Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors 1 2 2 16 1 2 2 73
Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey 0 0 0 1 0 0 0 11
Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets 0 0 1 4 0 0 3 29
Sudden changes in crude oil price volatility: an application of extreme value volatility estimator 0 0 0 5 1 1 2 27
Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis 0 0 0 7 0 0 5 53
Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator 0 0 0 9 0 0 0 30
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator 0 1 1 10 0 2 2 30
Volatility Persistence In The Presence Of Structural Breaks In The Indian Banking Sector 0 0 0 1 0 0 0 2
Total Journal Articles 1 8 16 330 3 17 66 1,593

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 1 5
Total Chapters 0 0 0 0 0 0 1 5

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Statistics updated 2025-03-03