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person:"Croux, Christophe"
subject:"Volatility"
~person:"Kumar, Dilip"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Prognoseverfahren"
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Volatility
Kleinste-Quadrate-Methode
Prognoseverfahren
Estimation theory
82
Schätztheorie
82
Robust statistics
37
Robustes Verfahren
37
Regression analysis
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Croux, Christophe
Kumar, Dilip
Swanson, Norman R.
41
Koopman, Siem Jan
27
Corradi, Valentina
23
Diebold, Francis X.
23
Ringle, Christian M.
23
Phillips, Peter C. B.
21
Sarstedt, Marko
21
Marcellino, Massimiliano
20
Teräsvirta, Timo
20
Todorov, Viktor
19
Koop, Gary
17
Li, Jia
17
Cai, Zongwu
16
Clark, Todd E.
16
Gao, Jiti
16
Linton, Oliver
16
McCracken, Michael W.
16
Xu, Ke-Li
16
Li, Yingying
15
Andersen, Torben
14
Baltagi, Badi H.
14
Huber, Florian
14
Lucas, André
14
Maheswaran, S.
14
Nolte, Ingmar
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
13
Hyndman, Rob J.
13
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13
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13
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13
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12
Hair, Joseph F.
12
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12
Varneskov, Rasmus Tangsgaard
12
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11
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KBI
10
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Discussion paper / Tinbergen Institute
1
International journal of forecasting
1
International review of financial analysis
1
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1
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Macroeconomics and finance in emerging market economies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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34
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
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
Saved in:
3
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
4
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
5
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
Saved in:
6
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
7
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
8
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
9
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
10
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
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