//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
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
Predictive view of the value r...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
46
Volatilität
45
India
39
Indien
37
ARCH-Modell
33
Estimation
23
Schätzung
23
Capital income
21
Kapitaleinkommen
21
Estimation theory
20
Schätztheorie
20
Time series analysis
19
Zeitreihenanalyse
19
Forecasting model
17
Prognoseverfahren
17
Aktienmarkt
16
Stock market
16
Accounting policy
15
Bilanzpolitik
15
Risikomaß
12
Risk measure
12
Spillover effect
12
Spillover-Effekt
12
Börsenkurs
11
Risiko
11
Risk
11
Share price
11
Theorie
11
Theory
11
Welt
10
World
10
Forecast evaluation
9
Greece
9
Spain
9
Classification shifting
8
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Ireland
8
Italy
8
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
32
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
33
Author
All
Kumar, Dilip
33
Maheswaran, S.
8
Maheswaran, Srinivasan
3
Zargar, Faisal Nazir
3
Rajwani, Shegorika
2
Published in...
All
Theoretical economics letters
6
Global business review
3
IIMB management review
3
International review of economics & finance : IREF
3
American journal of finance and accounting
2
Decision
2
Journal of quantitative economics
2
The journal of prediction markets
2
Economic modelling
1
International review of financial analysis
1
Journal of economic research
1
Journal of emerging market finance
1
Margin: the journal of applied economic research
1
Paradigm : the journal of Institute of Management Technology
1
Review of accounting & finance
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
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
Saved in:
2
Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip
- In:
Global business review
15
(
2014
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
Saved in:
3
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:
4
Causal linkages among advanced emerging European and Asian economies
Kumar, Dilip
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012005378
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
Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip
- In:
American journal of finance and accounting
4
(
2015/2016
)
3/4
,
pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
Saved in:
8
On volatility transmission from crude oil to agricultural commodities
Kumar, Dilip
- In:
Theoretical economics letters
7
(
2017
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011660209
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->