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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Herwartz, Helmut"
~person:"Kumar, Dilip"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Estimation
68
Schätzung
68
Volatilität
26
ARCH model
24
ARCH-Modell
24
Capital income
18
Forecasting model
18
Kapitaleinkommen
18
Prognoseverfahren
18
Estimation theory
13
Schätztheorie
13
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12
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12
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8
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India
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OECD-Staaten
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33
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Übersichtsarbeit
Aufsatz in Zeitschrift
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33
Graue Literatur
18
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18
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17
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17
Aufsatz im Buch
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32
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Herwartz, Helmut
Kumar, Dilip
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Ma, Feng
25
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Pierdzioch, Christian
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Xuan Vinh Vo
22
Wohar, Mark E.
21
Balcilar, Mehmet
19
Kang, Sang Hoon
17
Mensi, Walid
17
Sosvilla-Rivero, Simón
17
Tiwari, Aviral Kumar
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
Wu, Xinyu
12
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Theoretical economics letters
3
American journal of finance and accounting
2
Decision
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
Macroeconomic dynamics
2
The journal of prediction markets
2
Applied economics
1
European review of agricultural economics
1
International journal of forecasting
1
International regional science review
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of economic research
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of quantitative economics
1
Regional studies
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Studies in economics and finance
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)
33
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1
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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