Dilip Kumar : Citation Profile


Are you Dilip Kumar?

Indian Institute of Management Kashipur

3

H index

0

i10 index

27

Citations

RESEARCH PRODUCTION:

22

Articles

1

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 5
   Journals where Dilip Kumar has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (20.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku604
   Updated: 2018-11-10    RAS profile: 2018-10-13    
   Missing citations? Add them    Incorrect content? Let us know

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:

Narayan, Paresh (3)

Mensi, walid (3)

Yoon, Seong-Min (3)

Hammoudeh, Shawkat (2)

Ahmed, Walid (2)

Narayan, Seema (2)

Shuaibu, Mohammed (1)

YAYA, MEHMET (1)

Sensoy, Ahmet (1)

Sharma, Susan (1)

VORTELINOS, DIMITRIOS (1)

Cites to:

Bollerslev, Tim (31)

Diebold, Francis (17)

Andersen, Torben (15)

Granger, Clive (12)

Engle, Robert (10)

Chou, Ray (8)

Schwert, G. (8)

Narayan, Paresh (8)

Baillie, Richard (6)

Hansen, Peter (5)

Gzyl, Henryk (5)

Main data


Where Dilip Kumar has published?


Journals with more than one article published# docs
Economic Modelling4
Global Business Review3
American Journal of Finance and Accounting3
International Review of Economics & Finance2
Studies in Economics and Finance2

Recent works citing Dilip Kumar (2018 and 2017)


YearTitle of citing document
2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

Full description at Econpapers || Download paper

2018Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries. (2018). Nyangarika, Anthony Msafiri ; Tang, Bao-Jun ; Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-6.

Full description at Econpapers || Download paper

2017Efficient modelling and forecasting with range based volatility models and its application. (2017). NG, KOK HAUR ; Chan, Jennifer ; Allen, David ; Peiris, Shelton. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:448-460.

Full description at Econpapers || Download paper

2018Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Boubaker, Ferihane Zaraa. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:230-238.

Full description at Econpapers || Download paper

2017Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

Full description at Econpapers || Download paper

2017Investigating existence of chaos in short and long term dynamics of Moroccan exchange rates. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:655-661.

Full description at Econpapers || Download paper

2017Financial integration in small Islands: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:201-219.

Full description at Econpapers || Download paper

2017Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

Full description at Econpapers || Download paper

2017The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:61-77.

Full description at Econpapers || Download paper

2017Evaluated the Success of Fractionally Integrated-GARCH Models on Prediction Stock Market Return Volatility in Gulf Arab Stock Markets. (2017). Al-Hajieh, Heitham . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:200-213.

Full description at Econpapers || Download paper

2017Is USD-INR Really an Excessively Volatile Currency Pair?. (2017). Kayal, Parthajit ; Maheswaran, S. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-016-0054-3.

Full description at Econpapers || Download paper

2018On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach. (2018). Wajdi, Moussa ; Rym, Regaeg ; Nidhal, Mgadmi. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:7:y:2018:i:4:f:7_4_4.

Full description at Econpapers || Download paper

2018Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:319-334.

Full description at Econpapers || Download paper

Works by Dilip Kumar:


YearTitleTypeCited
2013Detecting sudden changes in volatility estimated from high, low and closing prices In: Economic Modelling.
[Full Text][Citation analysis]
article9
2013An automatic bias correction procedure for volatility estimation using extreme values of asset prices In: Economic Modelling.
[Full Text][Citation analysis]
article1
2014A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices In: Economic Modelling.
[Full Text][Citation analysis]
article1
2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis In: Economic Modelling.
[Full Text][Citation analysis]
article8
2014Modeling and forecasting the additive bias corrected extreme value volatility estimator In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2014Long range dependence in the high frequency USD/INR exchange rate In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2014A new approach to model and forecast volatility based on extreme value of asset prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2013Asymmetric long memory volatility in the PIIGS economies In: Review of Accounting and Finance.
[Full Text][Citation analysis]
article3
2017Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2013Are PIIGS stock markets efficient? In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2014Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]
article0
2015Return and volatility spillover among the PIIGS economies and India In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]
article1
2016Sudden changes in crude oil price volatility: an application of extreme value volatility estimator In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2015Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2014Correlations, Return and Volatility Spillovers in Indian Exchange Rates In: Global Business Review.
[Full Text][Citation analysis]
article0
2016Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets In: Global Business Review.
[Full Text][Citation analysis]
article0
2017A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets In: Global Business Review.
[Full Text][Citation analysis]
article0
2013Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors In: Margin: The Journal of Applied Economic Research.
[Full Text][Citation analysis]
article0
2016Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator In: Proceedings of Economics and Finance Conferences.
[Full Text][Citation analysis]
paper0
2016Do foreign institutional investors herd in emerging markets? A study of individual stocks In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
[Full Text][Citation analysis]
article0
2018Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team