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~language:"eng"
~person:"Chiarella, Carl"
~person:"Kumar, Dilip"
~subject:"Australia"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
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66
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66
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31
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31
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30
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30
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Chiarella, Carl
Kumar, Dilip
Gupta, Rangan
156
Faff, Robert W.
130
Bouri, Elie
89
Ma, Feng
87
Brooks, Robert
86
Wooden, Mark
85
Burgess, John
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Bahmani-Oskooee, Mohsen
82
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Zaremba, Adam
74
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65
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64
Tiwari, Aviral Kumar
63
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61
Worthington, Andrew Charles
58
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56
Bollerslev, Tim
54
McMillan, David G.
54
Kang, Sang Hoon
53
Narayan, Paresh Kumar
52
Valadkhani, Abbas
52
Wohar, Mark E.
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Leigh, Andrew
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Creedy, John
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49
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Demirer, Rıza
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Xuan Vinh Vo
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44
Caporale, Guglielmo Maria
43
Pierdzioch, Christian
43
Madan, Dilip B.
42
Zhang, Wei
42
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42
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Theoretical economics letters
6
Economic modelling
4
IIMB management review
4
Journal of economic behavior & organization : JEBO
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Asia-Pacific financial markets
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Global business review
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
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Studies in economics and finance
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The journal of computational finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
75
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1
European travel and leisure sector and uncertainties : a risk spillover analysis
Kumar, Dilip
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10014246014
Saved in:
2
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
3
Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Ambatipudi, Vamsidhar
;
Kumar, Dilip
- In:
Journal of emerging market finance
21
(
2022
)
2
,
pp. 184-210
Persistent link: https://www.econbiz.de/10013256889
Saved in:
4
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:
5
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:
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
Causal linkages among advanced emerging European and Asian economies
Kumar, Dilip
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012005378
Saved in:
9
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
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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