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person:"Audrino, Francesco"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Macroeconomics and finance in emerging market economies"
~isPartOf:"The journal of prediction markets"
~person:"Kumar, Dilip"
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Volatilität
Estimation theory
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Audrino, Francesco
Kumar, Dilip
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International review of financial analysis
Macroeconomics and finance in emerging market economies
The journal of prediction markets
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4
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International review of economics & finance : IREF
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Theoretical economics letters
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ECONIS (ZBW)
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Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
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2
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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3
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
4
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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