Dilip Kumar : Citation Profile

Indian Institute of Management Kashipur

7

H index

5

i10 index

147

Citations

RESEARCH PRODUCTION:

31

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 16
   Journals where Dilip Kumar has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 15 (9.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku604
   Updated: 2026-01-17    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:

Yoon, Seong-Min (4)

Ahmed, Walid (4)

Chan, Jennifer (3)

NG, KOK HAUR (3)

Mensi, walid (3)

Narayan, Paresh (3)

Matos, Paulo (3)

VORTELINOS, DIMITRIOS (2)

Ben maatoug, Abderrazak (2)

Urquhart, Andrew (2)

Sensoy, Ahmet (2)

Cites to:

Bollerslev, Tim (53)

Diebold, Francis (26)

Andersen, Torben (25)

Engle, Robert (20)

Narayan, Paresh (15)

Corsi, Fulvio (11)

Sharma, Susan (11)

Hansen, Peter (10)

Laurent, Sébastien (10)

Chou, Ray (10)

Schwert, G. (10)

Main data

Where Dilip Kumar has published?

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

Recent works citing Dilip Kumar (2025 and 2024)

YearTitle of citing document
2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2025Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens. (2025). Myeong, Jaeho ; Kim, Donghoon. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001429.

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2024Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2025Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663.

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2024Stylized facts of metaverse non-fungible tokens. (2024). Osterrieder, Joerg ; Lord, Nicholas ; Zhang, Yuanyuan ; Almazloum, Ward ; Chandrashekhar, Durga ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006125.

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2025Causality and dynamic volatility spillover between the cryptocurrency implied exchange rate and the official exchange rate. (2025). Ma, Shiqun ; Feng, Chao ; Yin, Zhichao ; Xiang, Lijin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001657.

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2025Cryptocurrency time series on the Binary Complexity-Entropy Plane: Ranking efficiency from the perspective of complex systems. (2025). Duarte, Slvio M ; da Silva, Rone N ; Pires, Marcelo A ; Pinto, Erveton P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125003516.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2024The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality. (2024). Pullaykkodi, Sreekha ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09424-9.

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2024After the Split: Market Efficiency of Bitcoin Cash. (2024). Park, Taeyoung ; Ahn, Kwangwon ; Jeon, Jooyoung ; Kim, Hyeonoh ; Yi, Eojin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10427-x.

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2025Multi-Scale Event Detection in Financial Time Series. (2025). Ogasawara, Eduardo ; Bezerra, Eduardo ; Coutinho, Rafaelli ; Assis, Laura ; Mello, Carlos E ; Gea, Cristiane ; Salles, Diego Silva. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10582-9.

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2024On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic. (2024). da Silva, Cristiano ; Costa, Antonio ; Matos, Paulo. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1634-1654.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2024Tokenomics in the Metaverse: understanding the lead–lag effect among emerging crypto tokens. (2024). Yu, Yinghui ; Liu, Wenting ; Guan, Chong ; Ding, Ding. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00594-z.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

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2024A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war. (2024). Pietrzyk, Radosaw ; Maecka, Marta. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-024-01866-1.

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2024The effect of policy uncertainty on the volatility of bitcoin. (2024). Henchiri, Jamel ; Mahjoubi, Manel. In: Journal of Financial Economic Policy. RePEc:eme:jfeppp:jfep-08-2023-0222.

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Works by Dilip Kumar:

YearTitleTypeCited
2013Detecting sudden changes in volatility estimated from high, low and closing prices In: Economic Modelling.
[Full Text][Citation analysis]		article13
2013An automatic bias correction procedure for volatility estimation using extreme values of asset prices In: Economic Modelling.
[Full Text][Citation analysis]		article3
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]		article3
2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis In: Economic Modelling.
[Full Text][Citation analysis]		article12
2014Modeling and forecasting the additive bias corrected extreme value volatility estimator In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2014Long range dependence in the high frequency USD/INR exchange rate In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2019Long 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]		article11
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.
[Full Text][Citation analysis]		article0
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]		article1
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]		article17
2020Modeling 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]		article2
2019Informational inefficiency of Bitcoin: A study based on high-frequency data In: Research in International Business and Finance.
[Full Text][Citation analysis]		article44
2013Asymmetric long memory volatility in the PIIGS economies In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article4
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
2019Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article2
2014Correlations, Return and Volatility Spillovers in Indian Exchange Rates In: Global Business Review.
[Full Text][Citation analysis]		article7
2016Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets In: Global Business Review.
[Full Text][Citation analysis]		article8
2017A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets In: Global Business Review.
[Full Text][Citation analysis]		article0
2019Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach In: Global Business Review.
[Full Text][Citation analysis]		article4
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]		article1
2011Volatility Persistence In The Presence Of Structural Breaks In The Indian Banking Sector In: Paradigm.
[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]		article1
2018Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect In: Journal of Quantitative Economics.
[Full Text][Citation analysis]		article0
2020Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator In: Journal of Quantitative Economics.
[Full Text][Citation analysis]		article3
2015A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2015Long memory in Indian exchange rates: an application of power-law scaling analysis In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article2

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