1. 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. [Ranked ‘A’ in ABDC Rankings]
2. 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, 515, 625-640. [Ranked ‘A’ in ABDC Rankings]
3. 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. [Ranked ‘B’ in ABDC Rankings]
4. Zargar, F. N., & Kumar, D. (2019). Informational inefficiency of Bitcoin: A study based on high-frequency data. Research in International Business and Finance, 47, 344-353. [Ranked ‘B’ in ABDC Rankings]
5. Zargar, F.N., A.K. Tiwari, and O.R. Olayeni. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis. Applied Economics Letters, 2019. 26(12): p. 999-1006. [Ranked ‘B’ in ABDC Rankings]
6. Zargar, F.N. and Kumar, D. (2019) Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level. Theoretical Economics Letters, 9, 21-32. [Ranked ‘B’ in ABDC Rankings]
7. Zargar, F. N., & Kumar, D. (2018). Forecasting Value-at-Risk (VaR) in the Major Asian Economies. Theoretical Economics Letters, 8(09), 1565. [Ranked ‘B’ in ABDC Rankings]
