Ministry of Education
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Dr Dilip Kumar

vidwan id: 60840
Male

Assistant Professor, Finance and Accounting
Indian Institute of Management Kashipur

Orchid Icon 0000-0003-4858-8440 Google Scholar Icon 55245828800

Expertise

  • Business, Finance

Publications

Total Articles 53
Books 0
Proceedings 0

Publications

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Scopus

Citations 556
h-index 14

CrossRef

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Citations 245
h-index 9
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Professional Recognition

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Community & Membership

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Bio

Extreme Value Volatility Estimator, Bias Correction Procedures for Efficient Estimation of Volatility, Robust Volatility Estimators, Modeling Extreme Value Conditional Volatility, Risk Spillover, Dynamics in Market Efficiency Under the Impact of Structural Changes in Market

Personal Details

  • Male
  • Assistant Professor , Indian Institute of Management Kashipur
  • Indian Institute of Management Kashipur, Kundeshwari
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Assistant Professor May 2015 – Present
Indian Institute of Management Kashipur | Finance and Accounting

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Co-Authors (3)

Ambatipudi

Dr Ambatipudi Vamsidhar

Birla Institute of Technology and Science

Aviral Kumar

Dr Aviral Kumar Tiwari

Indian Institute of Management, Bodhgaya

Manish

Dr Manish Bansal

Indian Institute of Management Ranchi

Scholarly Work

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Scholarly Publications

A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets

Open Access
Article
Global Business Review. Year: 2017. Volume: 18 , Issue: 6 , Pages: 1465-1477 .
Authors: Kumar D.
DOI 10.1177/0972150917713046
1 3

Forecasting energy futures volatility based on the unbiased extreme value volatility estimator

Open Access
Article
IIMB Management Review. Year: 2017. Volume: 29 , Issue: 4 , Pages: 294-310 .
Authors: Kumar D.
DOI 10.1016/j.iimb.2017.11.002
4

Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets

Open Access
Article
Global Business Review. Year: 2016. Volume: 17 , Issue: 6 , Pages: 1339-1356 .
Authors: Rajwani S.;Kumar D.
DOI 10.1177/0972150916660400
3 15

Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices

Open Access
Article
IIMB Management Review. Year: 2016. Volume: 28 , Issue: 1 , Pages: 31-42 .
Authors: Kumar D.
DOI 10.1016/j.iimb.2016.02.001

Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis

Open Access
Article
Economic Modelling. Year: 2015. Volume: 49 , Pages: 354-371 .
Authors: Kumar D.
DOI 10.1016/j.econmod.2015.05.001
14 18

A Dynamic Conditional Correlation Analysis-Based Approach to Test Financial Contagion in Developing Markets

Open Access
Conference Paper
Year: 2015. Volume: Part 111 , Pages: 1-13 .
Authors: Rajwani S.;Kumar D.
DOI 10.1007/978-81-322-1979-8_1
3

Risk Spillover between the GIPSI Economies and Egypt, Saudi Arabia, and Turkey

Open Access
Article
Emerging Markets Finance and Trade. Year: 2015. Volume: 51 , Issue: 6 , Pages: 1193-1208 .
Authors: Kumar D.
DOI 10.1080/1540496X.2015.1080520
3 5

Long memory in Indian exchange rates: an application of power-law scaling analysis

Open Access
Article
Macroeconomics and Finance in Emerging Market Economies. Year: 2015. Volume: 8 , Pages: 90-107 .
Authors: Kumar D.;Maheswaran S.
DOI 10.1080/17520843.2014.940987
3 4