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subject:"Germany"
subject:"Prognoseverfahren"
~person:"Kumar, Dilip"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Estimation theory
17
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Volatility
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Volatilität
16
ARCH model
12
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Kumar, Dilip
Swanson, Norman R.
31
Winkelmann, Rainer
25
Lechner, Michael
22
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
14
Huber, Florian
14
Lütkepohl, Helmut
14
Wolters, Jürgen
14
Hyndman, Rob J.
13
Rossi, Barbara
13
Kapetanios, George
12
West, Kenneth D.
12
Chevillon, Guillaume
11
Diebold, Francis X.
11
Gao, Jiti
11
Hendry, David F.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
11
Athanasopoulos, George
10
Bekaert, Geert
10
Härdle, Wolfgang
10
Jordà, Òscar
10
Knüppel, Malte
10
Pesaran, M. Hashem
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Lahiri, Kajal
9
Teräsvirta, Timo
9
Wunsch, Conny
9
Yang, Lijian
9
Runde, Ralf
8
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International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
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
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:
5
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:
6
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:
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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