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subject:"Wechselkurs"
type:"article"
~person:"Maheswaran, S."
~person:"Mustafa, Muhammad"
~subject:"Volatility estimation"
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Wechselkurs
Volatility estimation
Estimation theory
19
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14
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9
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9
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Maheswaran, S.
Mustafa, Muhammad
Kumar, Dilip
5
Arize, Augustine Chuck
3
Baillie, Richard
3
Bollerslev, Tim
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Diebold, Francis X.
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Masih, Abdul Mansur M.
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Masih, Rumi
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Pittis, Nikitas
3
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2
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2
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2
Feng, Yuanhua
2
Fong, Wai-mun
2
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2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Heiler, Siegfried
2
Härdle, Wolfgang
2
Koedijk, Kees
2
Lastrapes, William Dean
2
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2
Maitra, Biswajit
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Moosa, Imad A.
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Economic modelling
2
Indian journal of economics & business : IJEB
2
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
Saved in:
2
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
Saved in:
3
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
3
,
pp. 399-412
Persistent link: https://www.econbiz.de/10011452896
Saved in:
4
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
5
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011381629
Saved in:
6
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:
7
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
Saved in:
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