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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Decision"
~isPartOf:"Economic modelling"
~person:"Maheswaran, S."
~subject:"Estimation theory"
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Volatilität
Estimation theory
Schätztheorie
4
Volatility
4
Börsenkurs
3
Share price
3
ARCH model
2
ARCH-Modell
2
Bias
2
Bias correction
2
Estimation
2
Random Walk
2
Random walk
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Random walk effect
2
Schätzung
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Time series analysis
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Volatility estimation
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Zeitreihenanalyse
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Binomial Markov Random Walk (BMRW) model
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Capital income
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IT ICSS algorithm
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Corsi, Fulvio
Maheswaran, S.
Kumar, Dilip
5
Månsson, Kristofer
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Wu, Jianhong
3
Caporale, Guglielmo Maria
2
Cubadda, Gianluca
2
Li, Yong
2
Pittis, Nikitas
2
Raïssi, Hamdi
2
Robinson, Sherman
2
Triacca, Umberto
2
Xu, Weijun
2
Zhang, ZhengYu
2
Zhou, Qiankun
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Agliardi, Rosella
1
Ai, Xin
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Ando, Asao
1
Arata, Linda
1
Argov, Eyal
1
Arndt, Channing
1
Atukorala, Ranjani
1
Badhani, K. N.
1
Banerjee, Anirban
1
Barten, Anton P.
1
Battisti, Michele
1
Bendre, Mininath R.
1
Beqiraj, Elton
1
Bergstrom, Albert R.
1
Bertelli, Stefano
1
Bhaskara Rao, Buddhavarapu
1
Bhattacharya, Basabi
1
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Decision
Economic modelling
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of quantitative economics
2
Cogent economics & finance
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Finance India : the quarterly journal of Indian Institute of Finance
1
Financial markets and portfolio management
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Global COE Hi-Stat discussion paper series
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IIMB management review
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International business and economics research journal
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International journal of financial engineering
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International journal of forecasting
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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LEM working paper series
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Macroeconomics and finance in emerging market economies
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Quaderni del Dipartimento di economia politica e statistica
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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:
2
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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
Saved in:
4
Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
3
,
pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
Saved in:
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