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subject:"Kapitaleinkommen"
subject:"Prognoseverfahren"
~person:"Kumar, Dilip"
~subject:"Maximum likelihood estimation"
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Kapitaleinkommen
Prognoseverfahren
Maximum likelihood estimation
Estimation theory
17
Schätztheorie
17
Volatility
16
Volatilität
16
ARCH model
12
ARCH-Modell
12
Forecasting model
10
Capital income
9
Estimation
9
Schätzung
9
Forecast evaluation
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Ausreißer
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Börsenkurs
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Outliers
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Share price
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Time series analysis
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Volatility modeling
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Zeitreihenanalyse
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Bias
4
Systematischer Fehler
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Exchange rate
3
Structural break
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Strukturbruch
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Volatility forecasting
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Wechselkurs
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Bias corrected extreme value estimator
2
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CARRS model
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2
Random walk effect
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Rogers and Satchell estimator
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Volatility estimation
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AddRS Estimator
1
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Kumar, Dilip
Swanson, Norman R.
32
Koopman, Siem Jan
30
Pesaran, M. Hashem
30
Diebold, Francis X.
22
Phillips, Peter C. B.
22
Lee, Lung-fei
20
Marcellino, Massimiliano
20
Corradi, Valentina
18
Kapetanios, George
18
Koop, Gary
17
Sentana, Enrique
17
Cai, Zongwu
16
Gao, Jiti
16
McCracken, Michael W.
16
Baltagi, Badi H.
14
Clark, Todd E.
14
Huber, Florian
14
Magnus, Jan R.
14
Fiorentini, Gabriele
13
Hyndman, Rob J.
13
Linton, Oliver
13
Lucas, André
13
Rossi, Barbara
13
Zakoïan, Jean-Michel
13
Blasques, Francisco
12
Brandt, Michael W.
12
Francq, Christian
12
Chevillon, Guillaume
11
Croux, Christophe
11
Hendry, David F.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Bao, Yong
10
Gorgi, Paolo
10
Hayakawa, Kazuhiko
10
Jordà, Òscar
10
Knüppel, Malte
10
Sekhposyan, Tatevik
10
Taylor, Robert
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International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Economic modelling
1
IIMB management review
1
International review of financial analysis
1
Journal of quantitative economics
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
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 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:
10
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:
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