//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Kapitaleinkommen"
~person:"Kumar, Dilip"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH model
32
ARCH-Modell
32
Volatility
32
Volatilität
32
Estimation
20
Schätzung
20
Capital income
18
Forecasting model
15
Prognoseverfahren
15
Estimation theory
12
Schätztheorie
12
Time series analysis
9
Zeitreihenanalyse
9
Aktienmarkt
7
Ausreißer
7
Forecast evaluation
7
Outliers
7
Stock market
7
Structural break
7
Strukturbruch
7
Börsenkurs
6
India
6
Indien
6
Share price
6
Spillover effect
6
Spillover-Effekt
6
Volatility modeling
6
Oil price
5
Theorie
5
Theory
5
Volatility forecasting
5
Ölpreis
5
Bias
4
Exchange rate
4
Risikomaß
4
Risk measure
4
Structural breaks
4
Systematischer Fehler
4
Wechselkurs
4
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Kumar, Dilip
Gupta, Rangan
27
Engle, Robert F.
19
McAleer, Michael
18
Ma, Feng
17
Bouri, Elie
14
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Haas, Markus
10
Zhang, Yaojie
10
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Mittnik, Stefan
8
Prokopczuk, Marcel
8
Rodriguez, Gabriel
8
Wang, Yudong
8
Zhu, Jie
8
Hoogerheide, Lennart F.
7
Jondeau, Eric
7
Liang, Chao
7
Lucas, André
7
McMillan, David G.
7
Molnár, Peter
7
Nguyen, Duc Binh Benno
7
Nonejad, Nima
7
more ...
less ...
Published in...
All
International review of economics & finance : IREF
3
Global business review
2
Journal of quantitative economics
2
The journal of prediction markets
2
American journal of finance and accounting
1
Decision
1
Economic modelling
1
IIMB management review
1
International review of financial analysis
1
Margin: the journal of applied economic 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
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
Asymmetric dynamic conditional correlation approach to financial contagion : a study of Asian markets
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
17
(
2016
)
6
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10011665161
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->