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Volatility
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Kumar, Dilip
9
Maheswaran, S.
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Zargar, Faisal Nazir
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Balasubramanian, G.
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Jayswal, Anuarg
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Kumar, Rajnish
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Maheshwaran, S.
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Maheswaran, Srinivasan
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Theoretical economics letters
4
Finance India : the quarterly journal of Indian Institute of Finance
2
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1
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ECONIS (ZBW)
13
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1
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
Saved in:
2
Empirical implications of arbitrage-free asset markets
Maheswaran, S.
;
Sims, Christopher A.
-
1992
Persistent link: https://www.econbiz.de/10000835838
Saved in:
3
Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of emerging market finance
15
(
2016
)
3
,
pp. 333-361
Persistent link: https://www.econbiz.de/10011691166
Saved in:
4
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
5
Covariance estimation using high-low prices with implications for futures vs spot volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10012663836
Saved in:
6
Second order duality for nondifferentiable multiobjective programming problem involving (F, α, ρ, d)-V-type I functions
Jayswal, Anuarg
;
Kumar, Dilip
;
Kumar, Rajnish
- In:
Optimization letters
4
(
2010
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10003958315
Saved in:
7
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
Saved in:
8
Small sample properties of non-parametric tests of the martingale hypothesis
Kumar, Dilip
;
Maheshwaran, S.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
1
,
pp. 17-36
Persistent link: https://www.econbiz.de/10010406355
Saved in:
9
On detecting sudden changes in the unconditional volatility of a time series
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 256-261
Persistent link: https://www.econbiz.de/10011545581
Saved in:
10
Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
3
,
pp. 426-431
Persistent link: https://www.econbiz.de/10011546643
Saved in:
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