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Publications

Publications

  • Zargar, F. N., & Kumar, D. (2021). Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic: A spillover analysis. Tourism Economics, 13548166211052803. [ABDC ‘A’; ABS ‘2’; CNRS ‘4’; Impact Factor: 4.4]
  • Zargar, F. N., & Kumar, D. (2020). Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis. International Review of Economics & Finance.   [ABDC ‘A’; ABS ‘2’; Impact Factor: 1.7]
  •  Zargar, F. N., & Kumar, D. (2019). Long range dependence in the Bitcoin market: A study based on high-frequency data. Physica A: Statistical Mechanics and its Applications.   [ABS ‘2’; Impact Factor: 2.5]
  • Zargar, F. N., & Kumar, D. (2019). Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. The Quarterly Review of Economics and Finance.   [ABDC ‘B’; ABS ‘2’; CNRS ‘3’; Impact Factor: 2.6]
  • Zargar, F. N., & Kumar, D. (2019). Informational inefficiency of Bitcoin: A study based on high-frequency data. Research in International Business and Finance.   [ABDC ‘B’; ABS ‘2’; CNRS ‘4’; Impact Factor: 1.5]
  • Zargar, F. N., Tiwari, A. K., & Olayeni, O. R. (2019). Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis. Applied Economics Letters.   [ABDC ‘B’; ABS ‘1’; CNRS ‘4’; Impact Factor: 0.5]

 

 

 

 

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