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  • Search: subject:"Economic Significance Analysis"
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Subject
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ARCH model 2 ARCH-Modell 2 Estimation 2 Estimation theory 2 Exchange rate 2 Forecasting model 2 Prognoseverfahren 2 Schätztheorie 2 Schätzung 2 Volatility 2 Volatilität 2 Wechselkurs 2 Bias-Corrected Extreme Value Estimator 1 Capital income 1 Economic Significance Analysis 1 Forecast Evaluation 1 Kapitaleinkommen 1 Risikomaß 1 Risk measure 1 Time series analysis 1 Volatility Forecasting 1 Volatility Modeling 1 Zeitreihenanalyse 1 economic significance analysis 1 the AddRS volatility estimator 1 volatility components 1 volatility prediction 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Kumar, Dilip 2
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The journal of prediction markets 1 Theoretical economics letters 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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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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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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