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Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
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Are major global stock markets efficient? : an application of the martingale difference hypothesis with wild bootstrap
Kumar, Dilip; Maheswaran, Srinivasan - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 217-233
Persistent link: https://www.econbiz.de/10010403610
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Return and volatility spillover among the PIIGS economies and India
Kumar, Dilip; Maheswaran, Srinivasan - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 28-49
Persistent link: https://www.econbiz.de/10011508870