Concepedia

Vipul Vipul

VV

15

Publications

445

Citations

13

H-Index

2005

Active since

Affiliations

Indian Institute of Management Lucknow(Current)

Indian Institute of Technology Roorkee

Vipul Vipul is an author at Indian Institute of Management Lucknow specializing in asset pricing, business, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsVolatility ModelingEngineeringQuantitative FinanceForecastingGlobal Finance

Publications per year

2005–2021

15

Publications

15

Futures and options expiration-day effects: The Indian evidence

Vipul Vipul · Journal of Futures Markets · 2005 · 64 citations

Empirical Finance, Market Microstructure, Economics +15

Forecasting stock market volatility using Realized GARCH model: International evidence

Prateek Sharma, Vipul Vipul · The Quarterly Review of Economics and Finance · 2015 · 56 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +10

Volatility spillover from crude oil and gold to BRICS equity markets

Vikas Pandey, Vipul Vipul · Journal of Economic Studies · 2018 · 51 citations

Volatility Spillover, Volatility Modeling, Economics +13

Forecasting performance of extreme‐value volatility estimators

Vipul Vipul, Joshy Jacob · Journal of Futures Markets · 2007 · 49 citations

Forecasting Methodology, Volatility Modeling, Engineering +18

Estimation and forecasting of stock volatility with range‐based estimators

Joshy Jacob, Vipul Vipul · Journal of Futures Markets · 2008 · 33 citations

Volatility Modeling, Engineering, Forecasting Performance +19

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