DILIP KUMARAssistant Professor Finance and Accounting +91-7900444090 (Ext. 209) email@example.com
Dr. Dilip Kumar holds PhD in Finance and has done his PhD research work at Institute for Financial Management and Research (IFMR) Chennai. Before joining IIM Kashipur, he was a faculty member in the financial engineering department of IFMR Chennai. He has taught various courses such as Simulation Techniques in Finance, Financial Derivatives, Financial Risk Measurement and Management, Financial Engineering using MATLAB etc at both graduate and undergraduate level.
His research interests include 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 etc. His current research focuses on developing bias correction procedure for various extreme value volatility estimators. Another segment of his current research is about developing a robust extreme value volatility estimator and proposing a bias correction procedure for the same. He was also an Editorial Associate of the "Journal of Emerging Market Finance" published by sage publication. He is also a Chartered Financial Analyst (CFA) charter holder from the Institute of Chartered Financial Analyst of India.
Dilip Kumar. (2017). Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. International Review of Economics & Finance, 49, 149-167.(ISI listed)
Dilip Kumar and S. Maheswaran (2014), "A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices”. Economic Modelling (Elsevier), Vol. 38, pp. 33 – 44. (ISI listed)
Dilip Kumar and S. Maheswaran (2014), "Modelling and forecasting the additive bias corrected extreme value volatility estimator”. International Review of Financial Analysis (Elsevier), Vol. 34, pp. 166 - 176. (ISI listed)
S. Maheswaran and Dilip Kumar (2013), "An automatic bias correction procedure for volatility estimation using extreme values of asset prices”, Economic Modelling (Elsevier), Vol. 33, pp. 701-712. (ISI listed)
Dilip Kumar and S. Maheswaran (2014), "A new approach to model and forecast volatility based on extreme value of asset prices”. International Review of Economics and Finance (Elsevier), Vol. 33, pp. 128 – 140. (ISI listed)
Dilip Kumar (2015), “Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis”. Economic Modelling (Elsevier), Vol. 49, pp. 354 – 371 (ISI Listed).
Dilip Kumar (2014), "Long range dependence in the high-frequency USD/INR exchange rate”. Physica A: Statistical Mechanics and its Applications (Elsevier), Vol. 396, pp. 134 -148. (ISI listed)
Dilip Kumar and S. Maheswaran (2013), "Detecting sudden changes in volatility estimated from high, low and closing prices". Economic Modelling (Elsevier), Vol. 31, pp. 484-491. (ISI listed)
|1||Financial Derivatives||Term IV|
|2||Financial Risk Measurement and Management||Term V|
|3||Financial Analytics||Term V|
|4||Trading Strategies and Introduction to Market Microstructure||Term VI|
|5||Corporate Finance||Term III|
|6||Quantitative Research Methods||FPM Term II|
|7||Quantitative Research Methods in Finance||EFPM Term II|
|8||Mathematical Finance||FPM Term IV|
|9||Interest Rate Models and Credit Derivatives||FPM Term V|
|10||Financial Risk Modelling||
FPM Term VI
|11||Market Microstructure and High Frequency Data Modelling||FPM Term VI|