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Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip - In: IIMB management review 26 (2014) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
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Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip - In: IIMB management review 29 (2017) 4, pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
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Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip; Maheswaran, S. - In: IIMB management review 24 (2012) 3, pp. 123-136
Persistent link: https://www.econbiz.de/10010117639
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Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip; Maheswaran, S. - In: IIMB management review 24 (2012) 3, pp. 123-136
Persistent link: https://www.econbiz.de/10009724325
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Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip - In: IIMB management review 28 (2016) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10011508738