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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~person:"Kumar, Dilip"
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Schätzung
Zeitreihenanalyse
Estimation theory
4
Schätztheorie
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
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Share price
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Bias
2
Bias correction
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Estimation
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Random Walk
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Random walk
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Random walk effect
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Rogers and Satchell estimator
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Systematischer Fehler
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Time series analysis
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Volatility estimation
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Ausreißer
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Binomial Markov Random Walk (BMRW) model
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CARRS model
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Capital income
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Extreme values
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Forecast evaluation
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Forecasting model
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GARCH model
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IT ICSS algorithm
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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Kumar, Dilip
Phillips, Peter C. B.
4
Hadri, Kaddour
3
Nelson, Daniel B.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
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Chen, Xiaohong
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Cubadda, Gianluca
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Davidson, Russell
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Duclos, Jean-Yves
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Maheswaran, S.
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Newey, Whitney K.
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Raïssi, Hamdi
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Sims, Christopher A.
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Stock, James H.
2
Triacca, Umberto
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Tzavalis, Elias
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Watson, Mark W.
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White, Halbert
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Ali, Faek Menla
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Alleva, Giorgio
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Alvarez, Javier
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Amini, Shahram
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Arellano, Manuel
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Argov, Eyal
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Bai, Jushan
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Beqiraj, Elton
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Bertelli, Stefano
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Bhaskara Rao, Buddhavarapu
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Bierens, Herman J.
1
Blomquist, Nils Sören
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Blundell, Richard W.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
IIMB management review
1
International review of economics & finance : IREF
1
International review of financial analysis
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Macroeconomics and finance in emerging market economies
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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:
2
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:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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