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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Kumar, Dilip"
~subject:"Wechselkurs"
~type_genre:"Book section"
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Volatilität
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23
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19
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19
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15
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Kumar, Dilip
Gupta, Rangan
65
Bahmani-Oskooee, Mohsen
63
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26
Ma, Feng
25
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24
Bouri, Elie
24
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
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22
Xuan Vinh Vo
22
Caporale, Guglielmo Maria
21
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20
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18
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18
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18
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16
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16
Mensi, Walid
16
Rashid, Abdul
16
Beckmann, Joscha
15
Hsing, Yu
15
Zhu, Huiming
15
Brooks, Robert
14
Hegerty, Scott W.
14
Li, Jia
14
Salisu, Afees A.
14
Tauchen, George Eugene
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Wang, Yudong
13
Demirer, Rıza
12
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Theoretical economics letters
4
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2
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2
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2
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2
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2
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2
International review of financial analysis
1
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1
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1
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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
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
3
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
4
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:
5
What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip
- In:
Journal of economic research
24
(
2019
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
Saved in:
6
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:
7
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:
8
Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
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
On volatility transmission from crude oil to agricultural commodities
Kumar, Dilip
- In:
Theoretical economics letters
7
(
2017
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011660209
Saved in:
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