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Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
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A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip - In: Global business review 18 (2017) 6, pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
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Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip - In: Journal of quantitative economics 16 (2018) 2, pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
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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
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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
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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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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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Forecasting Value-at-Risk (VaR) in the major Asian economies
Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1565-1581
Persistent link: https://www.econbiz.de/10011888646
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Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
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Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip; Maheswaran, Srinivasan - In: Studies in economics and finance 34 (2017) 4, pp. 506-526
Persistent link: https://www.econbiz.de/10011961097