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DECISION (IIMC Official Journal)
2012, Volume 39
Issue 1, April 2012
Issue 2, August 2012
Issue 3, December 2012
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2012
Detecting Sudden Changes in the Extreme Value Volatility Estimator
Kumar, Dilip
;
Maheswaran, S.
2012-08
Testing the Martingale Hypothesis in the Indian stock market: evidence from multiple variance ratio tests
Kumar, Dilip
;
Maheswaran, S.
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Kumar, Dilip
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Rogers and Satchell estimator
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Systemic risk (Finance)
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Variance-ratio tests
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Wild bootstrap
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