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Dr Dilip Kumar

vidwan id: 60840
Male

Assistant Professor, Finance and Accounting
Indian Institute of Management Kashipur

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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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

Modeling and forecasting the additive bias corrected extreme value volatility estimator

Open Access
Article

A new approach to model and forecast volatility based on extreme value of asset prices

Open Access
Article

Correlations, Return and Volatility Spillovers in Indian Exchange Rates

Open Access
Article

Long-range dependence in Indian stock market: A study of Indian sectoral indices

Open Access
Article

A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices

Open Access
Article

Long range dependence in the high frequency USD/INR exchange rate

Open Access
Article

Return and volatility transmission between gold and stock sectors: Application of portfolio management and hedging effectiveness

Open Access
Article

Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors

Open Access
Article