Dilip Kumar : Citation Profile


Are you Dilip Kumar?

Indian Institute of Management Kashipur

4

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

27

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 9
   Journals where Dilip Kumar has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 10 (12.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku604
   Updated: 2020-10-17    RAS profile: 2020-05-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dilip Kumar.

Is cited by:

NG, KOK HAUR (3)

Yoon, Seong-Min (3)

Ahmed, Walid (3)

Chan, Jennifer (3)

Mensi, walid (3)

Narayan, Paresh (3)

Hammoudeh, Shawkat (2)

Narayan, Seema (2)

Mikhaylov, Alexey (2)

Sensoy, Ahmet (2)

Phan, Dinh (1)

Cites to:

Bollerslev, Tim (37)

Andersen, Torben (18)

Granger, Clive (13)

Engle, Robert (11)

Diebold, Francis (11)

Chou, Ray (9)

Narayan, Paresh (9)

Baillie, Richard (7)

Hansen, Peter (6)

Sharma, Susan (6)

Tiwari, Aviral (6)

Main data


Where Dilip Kumar has published?


Journals with more than one article published# docs
Economic Modelling4
American Journal of Finance and Accounting3
International Review of Economics & Finance3
Physica A: Statistical Mechanics and its Applications2
Studies in Economics and Finance2

Recent works citing Dilip Kumar (2020 and 2019)


YearTitle of citing document
2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2019Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. (2019). Mohamed, Ibrahim ; Chan, Jennifer So-Kuen ; Ng, Kok-Haur ; Tan, Shay-Kee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2020Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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2019The information content of realized volatility of sector indices in China’s stock market. (2019). Lung, Peter ; Zhang, Lili ; Liu, Dehong ; Lin, Tiantian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:625-640.

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2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

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2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2019Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429.

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2020How does economic policy uncertainty affect the bitcoin market?. (2020). Zhang, Wei ; Shen, Dehua ; Li, Xiao ; Wang, Pengfei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2019Impact of Oil Prices on Stock Market Performance: Evidence from Top Oil Importing Countries. (2019). Iraqi, Khalid M. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:2:p:1-14.

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2020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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2020A new unbiased additive robust volatility estimation using extreme values of asset prices. (2020). Maheswaran, S ; Shaik, Muneer. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00355-3.

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2020.

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2019Robust Volatility Estimation with and Without the Drift Parameter. (2019). Maheswaran, S ; Shaik, Muneer . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:1:d:10.1007_s40953-018-0129-4.

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2020Time Varying Efficiency in Indian Sectors: An Event Study on Demonetization. (2020). Paul, Samit. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00171-1.

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2019GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries. (2019). Dube, Smile . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:1:f:9_1_7.

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2020Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348.

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2020The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions. (2020). Klarin, Anton. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300558.

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Works by Dilip Kumar:


YearTitleTypeCited
2013Detecting sudden changes in volatility estimated from high, low and closing prices In: Economic Modelling.
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article13
2013An automatic bias correction procedure for volatility estimation using extreme values of asset prices In: Economic Modelling.
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article3
2014A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices In: Economic Modelling.
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article4
2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis In: Economic Modelling.
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article11
2014Modeling and forecasting the additive bias corrected extreme value volatility estimator In: International Review of Financial Analysis.
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article2
2014Long range dependence in the high frequency USD/INR exchange rate In: Physica A: Statistical Mechanics and its Applications.
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article2
2019Long range dependence in the Bitcoin market: A study based on high-frequency data In: Physica A: Statistical Mechanics and its Applications.
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article4
2014A new approach to model and forecast volatility based on extreme value of asset prices In: International Review of Economics & Finance.
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article1
2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis In: International Review of Economics & Finance.
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article8
2020Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis In: International Review of Economics & Finance.
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article0
2019Informational inefficiency of Bitcoin: A study based on high-frequency data In: Research in International Business and Finance.
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article9
2013Asymmetric long memory volatility in the PIIGS economies In: Review of Accounting and Finance.
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article3
2017Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator In: Studies in Economics and Finance.
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article0
2013Are PIIGS stock markets efficient? In: Studies in Economics and Finance.
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article0
2014Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap In: American Journal of Finance and Accounting.
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2015Return and volatility spillover among the PIIGS economies and India In: American Journal of Finance and Accounting.
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article1
2016Sudden changes in crude oil price volatility: an application of extreme value volatility estimator In: American Journal of Finance and Accounting.
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article0
2017Integration of the Indian stock market with the world market: a study based on the time-varying Kalman filter approach In: International Journal of Accounting and Finance.
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2015Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey In: Emerging Markets Finance and Trade.
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2016Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator In: Proceedings of Economics and Finance Conferences.
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2016Do foreign institutional investors herd in emerging markets? A study of individual stocks In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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2018Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect In: Journal of Quantitative Economics.
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2015Long memory in Indian exchange rates: an application of power-law scaling analysis In: Macroeconomics and Finance in Emerging Market Economies.
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