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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"The journal of prediction markets"
~person:"Kumar, Dilip"
~person:"Teräsvirta, Timo"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
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Kumar, Dilip
Teräsvirta, Timo
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The journal of prediction markets
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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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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
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