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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Maheswaran, S."
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
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Zeitreihenanalyse
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Estimation theory
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Volatilität
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Kapitaleinkommen
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Maheswaran, S.
Gao, Jiti
11
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Li, Jia
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9
Taylor, Robert
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Demetrescu, Matei
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Koopman, Siem Jan
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Kumar, Dilip
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Zhu, Ke
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Tsionas, Efthymios G.
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Wang, Shouyang
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Andersen, Torben
6
Dufour, Jean-Marie
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Kim, Donggyu
6
Li, Yong
6
Lucas, André
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Nielsen, Morten Ørregaard
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Schorfheide, Frank
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Todorov, Viktor
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Tu, Yundong
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Davis, Richard A.
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Omay, Tolga
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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1
A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
2
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
3
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
Saved in:
4
Covariance estimation using random permutations
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
Saved in:
5
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
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