6
H index
5
i10 index
117
Citations
Dilip Kumar : Citation Profile
Indian Institute of Management Kashipur | RESEARCH PRODUCTION: 31 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2013 - 2020). 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:
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Main data
Where Dilip Kumar has published?
Recent works citing Dilip Kumar (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7. Full description at Econpapers || Download paper |
| 2022 | The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262. Full description at Econpapers || Download paper |
| 2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper |
| 2022 | Critical dynamics related to a recent Bitcoin crash. (2022). Potirakis, Stelios M ; Contoyiannis, Yiannis ; Zitis, Pavlos I. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003180. Full description at Econpapers || Download paper |
| 2022 | Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003469. Full description at Econpapers || Download paper |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 2022 | COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies. (2022). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192100194x. Full description at Econpapers || Download paper |
| 2022 | Monetary policy shocks and Bitcoin prices. (2022). Deng, Liurui ; Hsiao, Shisong ; Tian, Yonggang ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200099x. Full description at Econpapers || Download paper |
| 2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper |
| 2023 | A Comparison of Information Criterion for Choosing Copula Models. (2023). Lpez-Martn, Carmen ; Muela, Sonia Benito. In: International Business Research. RePEc:ibn:ibrjnl:v:16:y:2023:i:4:p:1. Full description at Econpapers || Download paper |
| 2022 | Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets. (2022). Tiwari, Sweta ; Mukherjee, Paramita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09361-z. Full description at Econpapers || Download paper |
| 2022 | Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4. Full description at Econpapers || Download paper |
| 2022 | Selection of mixed copula for association modeling with tied observations. (2022). Si, Jiesheng ; Qin, Yichen ; Shen, YE ; Wang, Fan ; Li, Yang. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00628-3. Full description at Econpapers || Download paper |
Works by Dilip Kumar:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Detecting sudden changes in volatility estimated from high, low and closing prices In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2013 | An automatic bias correction procedure for volatility estimation using extreme values of asset prices In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2014 | A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2015 | Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2014 | Modeling and forecasting the additive bias corrected extreme value volatility estimator In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Long range dependence in the high frequency USD/INR exchange rate In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2019 | Long range dependence in the Bitcoin market: A study based on high-frequency data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
| 2020 | Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | A new approach to model and forecast volatility based on extreme value of asset prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 16 |
| 2020 | Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Informational inefficiency of Bitcoin: A study based on high-frequency data In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 26 |
| 2013 | Asymmetric long memory volatility in the PIIGS economies In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Are PIIGS stock markets efficient? In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Are 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] | article | 0 |
| 2015 | Return and volatility spillover among the PIIGS economies and India In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2016 | Sudden changes in crude oil price volatility: an application of extreme value volatility estimator In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2017 | Integration 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] | article | 0 |
| 2015 | Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2019 | Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Correlations, Return and Volatility Spillovers in Indian Exchange Rates In: Global Business Review. [Full Text][Citation analysis] | article | 6 |
| 2016 | Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets In: Global Business Review. [Full Text][Citation analysis] | article | 5 |
| 2017 | A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets In: Global Business Review. [Full Text][Citation analysis] | article | 0 |
| 2019 | Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach In: Global Business Review. [Full Text][Citation analysis] | article | 3 |
| 2013 | Return, 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] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2016 | Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator In: Proceedings of Economics and Finance Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Do 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] | article | 1 |
| 2018 | Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Long memory in Indian exchange rates: an application of power-law scaling analysis In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team