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isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Maheswaran, S."
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Börsenkurs
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Estimation theory
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Volatilität
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Maheswaran, S.
Ghysels, Eric
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Kumar, Dilip
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Su, Liangjun
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance India : the quarterly journal of Indian Institute of Finance
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International review of economics & finance : IREF
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International review of financial analysis
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Macroeconomics and finance in emerging market economies
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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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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
2
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
3
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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