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subject:"Forecasting model"
subject:"United Kingdom"
~person:"Audrino, Francesco"
~person:"Kumar, Dilip"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Estimation theory
41
Schätztheorie
41
ARCH model
24
ARCH-Modell
24
Prognoseverfahren
19
Volatility
18
Volatilität
18
Estimation
16
Schätzung
16
Time series analysis
15
Zeitreihenanalyse
15
Capital income
9
Kapitaleinkommen
9
USA
9
United States
9
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6
Forecast evaluation
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
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5
Börsenkurs
5
Dynamic programming
5
Dynamische Optimierung
5
Multivariate Analyse
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Multivariate analysis
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Outliers
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Share price
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Volatility modeling
5
Bond market
4
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Market microstructure
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Audrino, Francesco
Kumar, Dilip
Swanson, Norman R.
31
Koop, Gary
21
Corradi, Valentina
18
Marcellino, Massimiliano
18
Kapetanios, George
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
14
Hendry, David F.
14
Huber, Florian
14
Diebold, Francis X.
13
Hyndman, Rob J.
13
Pesaran, M. Hashem
13
Rossi, Barbara
13
West, Kenneth D.
12
Chevillon, Guillaume
11
Gao, Jiti
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
11
Athanasopoulos, George
10
Bekaert, Geert
10
Jordà, Òscar
10
Knüppel, Malte
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Baltagi, Badi H.
9
Caporale, Guglielmo Maria
9
Lahiri, Kajal
9
Theodoridis, Konstantinos
9
Burkhauser, Richard V.
8
Jenkins, Stephen
8
Varneskov, Rasmus Tangsgaard
8
Zhang, Xinyu
8
Croux, Christophe
7
Demetrescu, Matei
7
Dijk, Dick van
7
Ericsson, Neil R.
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
3
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 financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
19
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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
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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
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
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