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subject:"Stichprobenerhebung"
type:"article"
~accessRights:"restricted"
~person:"Kayal, Parthajit"
~subject:"Volatilität"
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Stichprobenerhebung
Volatilität
Estimation theory
3
Schätztheorie
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3
Extreme value estimator
2
Random Walk
2
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2
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Kayal, Parthajit
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Mykland, Per A.
7
Kim, Donggyu
6
Li, Yingying
6
Maheswaran, S.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Nonejad, Nima
4
Potiron, Yoann
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Escanciano, Juan Carlos
3
Jing, Bingyi
3
Kim, Jong-Min
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Guodong
3
Li, Wai Keung
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Liu, Guangying
3
Otranto, Edoardo
3
Park, Joon Y.
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Song, Yuping
3
Teräsvirta, Timo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Bin
3
Yang, Xiye
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Zakoïan, Jean-Michel
3
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Journal of quantitative economics
2
IIMB management review
1
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ECONIS (ZBW)
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1
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
2
A study of excess volatility of gold and silver
Kayal, Parthajit
;
Maheswaran, S.
- In:
IIMB management review
33
(
2021
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10013205212
Saved in:
3
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
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