Is there any Sanskrit-Greek-Latin-English dictionary [including online] available? I am so much interested in etymological study. I will be grateful for any help.
Not a single dictionary, but you could get the effect by chaining together resources. I suggest starting with Bopp's Glossarium Sanscritum which is a Sanskrit-Latin Glossary. After a few pages of that, you will probably be convinced that for etymological study, you don't want a Sanskrit-X dictionary, you probably want a dictionary of Sanskrit with etymological notes, or an etymological dictionary with a Sanskrit index. U Texas has an online adaptation of Pokorny's Indogermanisches etymologisches Wörterbuch, and through the language index you can get at a list of Sanskrit words. There you can find various Sanskrit words, e.g. yákr̥t which has a link to i̯ē̆ku̯-r̥(t-), where you'll learn that the Sanskrit word is related to Hometic Greek ἧπαρ, English liver, Latin hepaticus, Hittite lissa, Armenian leard and Lithuanian yãknos.