Details about Prateek Sharma

Access statistics for papers by Prateek Sharma.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psh558

Journal Articles

2017

1. Improved VaR forecasts using extreme value theory with the Realized GARCH model
   Studies in Economics and Finance, 2017, 34, (2), 238-259 View citations (2)
2. Long-term persistence in corporate capital structure: Evidence from India
   Research in International Business and Finance, 2017, 42, (C), 249-261 View citations (2)

2016

3. Economic benefits of using realized covariance forecasts in risk-based portfolios
   Applied Economics, 2016, 48, (6), 502-516 View citations (4)
4. Forecasting stock market volatility using Realized GARCH model: International evidence
   The Quarterly Review of Economics and Finance, 2016, 59, (C), 222-230 View citations (24)

2015

5. Does Liquidity Determine Capital Structure? Evidence from India
   Global Business Review, 2015, 16, (1), 84-95 View citations (6)
6. Forecasting gains of robust realized variance estimators: evidence from European stock markets
   Economics Bulletin, 2015, 35, (1), 61-69
7. Forecasting stock index volatility with GARCH models: international evidence
   Studies in Economics and Finance, 2015, 32, (4), 445-463 View citations (5)
8. Performance of risk-based portfolios under different market conditions: Evidence from India
   Research in International Business and Finance, 2015, 34, (C), 397-411 View citations (1)