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person:"Lakonishok, Josef"
~person:"Kumar, Dilip"
~subject:"Announcement effect"
~subject:"Volatility"
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Search: subject_exact:"Kapitaleinkommen"
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Announcement effect
Volatility
Capital income
69
Kapitaleinkommen
69
Volatilität
25
USA
22
United States
22
Estimation
19
Schätzung
19
ARCH model
18
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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
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15
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10
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8
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Research expenditure
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Share repurchase
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Volatility modeling
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Ankündigungseffekt
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Efficient market hypothesis
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Lakonishok, Josef
Kumar, Dilip
Gupta, Rangan
92
Bollerslev, Tim
70
Caporale, Guglielmo Maria
55
McAleer, Michael
52
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
36
Andersen, Torben
33
Ma, Feng
28
Spagnolo, Nicola
28
Pierdzioch, Christian
26
Todorov, Viktor
26
McMillan, David G.
25
Chang, Chia-Lin
24
Lux, Thomas
24
Bali, Turan G.
23
Engle, Robert F.
22
Yılmaz, Kamil
22
Chiang, Thomas C.
21
Gil-Alaña, Luis A.
21
Wang, Yudong
21
Zaremba, Adam
20
Asai, Manabu
19
Christoffersen, Peter F.
19
Wohar, Mark E.
19
Campbell, John Y.
18
Christiansen, Charlotte
18
Jiang, George J.
18
Kutan, Ali Mustafa
18
Andersen, Torben G.
17
Boudt, Kris
17
Caporin, Massimiliano
17
Kočenda, Evžen
17
Meddahi, Nour
17
Ryu, Doojin
17
Zhang, Wei
17
Zhang, Xiaoyan
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
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National Bureau of Economic Research
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International review of economics & finance : IREF
3
NBER working paper series
3
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2
Global business review
2
Journal of quantitative economics
2
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2
American journal of finance and accounting
1
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ECONIS (ZBW)
30
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1
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
10
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
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