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person:"Audrino, Francesco"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Macroeconomics and finance in emerging market economies"
~person:"Kumar, Dilip"
~person:"Lazar, Emese"
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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
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International review of economics & finance : IREF
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The journal of prediction markets
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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