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person:"Fornari, Fabio"
subject:"Share price"
~person:"Kumar, Dilip"
~person:"Shephard, Neil G."
~subject:"Kapitaleinkommen"
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Share price
Kapitaleinkommen
Estimation theory
71
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Fornari, Fabio
Kumar, Dilip
Shephard, Neil G.
Linton, Oliver
16
Kapetanios, George
14
Diebold, Francis X.
13
Maheswaran, S.
13
Pesaran, M. Hashem
13
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11
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10
Todorov, Viktor
10
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9
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9
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8
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8
Sentana, Enrique
8
Stambaugh, Robert F.
8
Wright, Jonathan H.
8
Allen, David E.
7
Brandt, Michael W.
7
Faff, Robert W.
7
Koopman, Siem Jan
7
Li, Yingying
7
Malec, Peter
7
Nelson, Charles R.
7
Runde, Ralf
7
Timmermann, Allan
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Zakoïan, Jean-Michel
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Bauwens, Luc
6
Bollerslev, Tim
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Daníelsson, Jón
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Gungor, Sermin
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Nolte, Ingmar
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Pástor, Ľuboš
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Silvennoinen, Annastiina
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Sola, Martin
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5
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2
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
7
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
Saved in:
8
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
9
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:
10
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
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