Dilip Kumar : Citation Profile


Are you Dilip Kumar?

Indian Institute of Management Kashipur

6

H index

5

i10 index

119

Citations

RESEARCH PRODUCTION:

31

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 17
   Journals where Dilip Kumar has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 15 (11.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku604
   Updated: 2024-01-16    RAS profile: 2021-12-08    
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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:

Ahmed, Walid (4)

Yoon, Seong-Min (4)

Chan, Jennifer (3)

Mensi, walid (3)

Narayan, Paresh (3)

NG, KOK HAUR (3)

Sensoy, Ahmet (2)

Ben maatoug, Abderrazak (2)

Narayan, Seema (2)

Corbet, Shaen (2)

Davidson, Russell (2)

Cites to:

Bollerslev, Tim (53)

Diebold, Francis (26)

Andersen, Torben (25)

Engle, Robert (20)

Narayan, Paresh (15)

Sharma, Susan (11)

Corsi, Fulvio (11)

Hansen, Peter (10)

Chou, Ray (10)

Laurent, S├ębastien (10)

Baillie, Richard (9)

Main data


Where Dilip Kumar has published?


Journals with more than one article published# docs
Global Business Review4
Economic Modelling4
American Journal of Finance and Accounting3
International Review of Economics & Finance3
Studies in Economics and Finance2
Journal of Quantitative Economics2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Dilip Kumar (2024 and 2023)


YearTitle of citing document
2023Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:184-204.

Full description at Econpapers || Download paper

2023Dependence 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

2023How 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

2023A 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

2023The Role of Contagion and Integration in Risk Management Measures. (2023). Matos, Paulo ; de Jesus, Jaime ; Fonseca, Ronald. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:1111-1128.

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.
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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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article3
2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis In: Economic Modelling.
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article12
2014Modeling and forecasting the additive bias corrected extreme value volatility estimator In: International Review of Financial Analysis.
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article3
2014Long range dependence in the high frequency USD/INR exchange rate In: Physica A: Statistical Mechanics and its Applications.
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article3
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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article10
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 In: The Quarterly Review of Economics and Finance.
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article0
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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article16
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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article1
2019Informational inefficiency of Bitcoin: A study based on high-frequency data In: Research in International Business and Finance.
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article26
2013Asymmetric long memory volatility in the PIIGS economies In: Review of Accounting and Finance.
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article4
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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article0
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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article0
2015Risk Spillover Between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey In: Emerging Markets Finance and Trade.
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article2
2019Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets In: Journal of Emerging Market Finance.
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article2
2014Correlations, Return and Volatility Spillovers in Indian Exchange Rates In: Global Business Review.
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article6
2016Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets In: Global Business Review.
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article6
2017A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets In: Global Business Review.
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article0
2019Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach In: Global Business Review.
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article3
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.
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article1
In: .
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article0
2016Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator In: Proceedings of Economics and Finance Conferences.
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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.
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article1
2018Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect In: Journal of Quantitative Economics.
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article0
2020Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator In: Journal of Quantitative Economics.
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article0
2015A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets In: Springer Proceedings in Business and Economics.
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chapter0
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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article2

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