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Kumar, Dilip - In: Studies in economics and finance 30 (2013) 3, pp. 209-225

Persistent link: https://www.econbiz.de/10009772963

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

Long-range dependence in Indian stock market : a study of Indian sectoral indices

Kumar, Dilip - In: International journal of emerging markets 9 (2014) 4, pp. 505-519

Persistent link: https://www.econbiz.de/10011336733

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

Structural breaks in volatility transmission from developed markets to major Asian emerging markets

Kumar, Dilip - In: Journal of emerging market finance 18 (2019) 2, pp. 172-209

Persistent link: https://www.econbiz.de/10012121478

Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market

Kumar, Dilip - 2012

In this paper, we compare the performance of Inclan and Tiao's (IT) (1994) and Sanso, Arago and Carrion's (AIT) (2004) iterated cumulative sums of squares (ICSS) algorithms by means of Monte Carlo simulation experiments for various data-generating processes with conditional and unconditional...

Persistent link: https://www.econbiz.de/10013111952