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A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip; Maheswaran, S. - In: International review of economics & finance : IREF 33 (2014), pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: Decision 39 (2012) 3, pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
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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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Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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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
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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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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