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accessRights:"restricted"
subject:"Capital income"
~person:"Kumar, Dilip"
~person:"Tiwari, Aviral Kumar"
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Capital income
Estimation
63
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63
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26
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25
ARCH model
19
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19
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Kumar, Dilip
Tiwari, Aviral Kumar
Gupta, Rangan
55
Zaremba, Adam
50
Wang, Yudong
19
Wohar, Mark E.
17
Zhang, Yaojie
17
Ma, Feng
16
McMillan, David G.
15
Pierdzioch, Christian
15
Balcilar, Mehmet
14
Long, Huaigang
14
Bouri, Elie
13
Narayan, Paresh Kumar
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Todorov, Viktor
13
Cakici, Nusret
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Jawadi, Fredj
10
Salisu, Afees A.
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Demirer, Rıza
9
Li, Bin
9
Nonejad, Nima
9
Yang, Chunpeng
9
Yin, Libo
9
Zhu, Huiming
9
Jareño, Francisco
8
Umar, Zaghum
8
Umutlu, Mehmet
8
Bekiros, Stelios
7
Dai, Zhifeng
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He, Mengxi
7
Karathanasopoulos, Andreas
7
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7
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International review of economics & finance : IREF
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The journal of prediction markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Applied economics
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
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Journal of quantitative economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
2
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
3
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
4
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
5
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
6
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:
7
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
8
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
Saved in:
9
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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