//--> //--> //-->
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
~person:"Drew, Michael E."
~person:"Kumar, Dilip"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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:"Rendite"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Capital income
35
Kapitaleinkommen
35
Volatility
20
Volatilität
20
ARCH model
18
ARCH-Modell
18
Estimation
18
Schätzung
18
Forecasting model
12
Prognoseverfahren
12
Estimation theory
9
Portfolio selection
9
Portfolio-Management
9
Schätztheorie
9
Ausreißer
6
Börsenkurs
6
CAPM
6
Forecast evaluation
6
Outliers
6
Share price
6
Theorie
6
Theory
6
Volatility modeling
6
Aktienmarkt
5
Australia
5
Australien
5
Exchange rate
5
India
5
Indien
5
Stock market
5
Wechselkurs
5
Time series analysis
4
Zeitreihenanalyse
4
Extreme value volatility estimator
3
Risikomanagement
3
Risk management
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Drew, Michael E.
Kumar, Dilip
Bali, Turan G.
7
Hammoudeh, Shawkat
7
Karmakar, Madhusudan
5
Long, Huaigang
5
Almeida, Caio
4
Chiang, Thomas C.
4
Demirtas, K. Ozgur
4
Gupta, Rangan
4
McAleer, Michael
4
Ardia, David
3
Ardison, Kym
3
Atilgan, Yigit
3
Barunik, Jozef
3
Bee, Marco
3
Fuertes, Ana María
3
Garcia, René
3
Hernandez, Jose Arreola
3
Ji, Qiang
3
Jiang, Yuexiang
3
Landsman, Zinoviy
3
Liu, Bing-Yue
3
McMillan, David G.
3
Nguyen, Duc Khuong
3
Polanski, Arnold
3
Righi, Marcelo Brutti
3
Ruenzi, Stefan
3
Stoja, Evarist
3
Trapin, Luca
3
Ur Rehman, Mobeen
3
Vicente, Jose
3
Weigert, Florian
3
Xiong, Xiong
3
Zaremba, Adam
3
Aboura, Sofiane
2
Al Rababa'a, Abdel Razzaq
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Alles, Lakshman
2
Alomari, Mohammad
2
more ...
less ...
Published in...
All
Journal of quantitative economics
1
Studies in economics and finance
1
The journal of prediction markets
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->