sanjay kumar

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Publications (4)

• Long memory in forex markets: an empirical analysis
  Business Analyst Journal 2026 DOI: 10.1108/BAJ-02-2024-0007
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• A novel robust framework for the identification of component weights in the Girton-Roper exchange market pressure index
  Communications in Statistics - Theory and Methods 2025 DOI: 10.1080/03610926.2025.2477288
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• Incorporating asymmetric volatility and persistence: an EGARCH-based extension of the Girton–Roper model for measuring exchange market pressure in India
  Macroeconomics and Finance in Emerging Market Economies 2025 DOI: 10.1080/17520843.2025.2472498
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• Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
  Communications in Statistics - Theory and Methods 2023 DOI: 10.1080/03610926.2021.1914097
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