SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Vipul Vipul · Study

Home/Author

Vipul Vipul

6 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0002-9844-0738

h-index6

i106

Citations267

Works here6

05

07

08

15

19

Most cited in this library

Futures and options expiration-day effects: The Indian evidence2005 · 65 citations
Forecasting stock market volatility using Realized GARCH model: International evidence2015 · 57 citations
Forecasting performance of extreme‐value volatility estimators2007 · 48 citations
Estimation and forecasting of stock volatility with range‐based estimators2008 · 33 citations
Liquidity of financial markets: a review2019 · 32 citations

Works

6 shown

Liquidity of financial markets: a review

Studies in Economics and Finance·2019·3 authors

32citations

Forecasting stock index volatility with GARCH models: international evidence

Studies in Economics and Finance·2015·2 authors

32citations

Forecasting stock market volatility using Realized GARCH model: International evidence

The Quarterly Review of Economics and Finance·2015·2 authors

57citations

Estimation and forecasting of stock volatility with range‐based estimators

Journal of Futures Markets·2008·2 authors

33citations

Forecasting performance of extreme‐value volatility estimators

Journal of Futures Markets·2007·2 authors

48citations

Futures and options expiration-day effects: The Indian evidence

Journal of Futures Markets·2005·1 author

65citations