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:"Forecasting 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
Return, volatility and risk sp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
59
Volatilität
58
ARCH model
36
ARCH-Modell
36
Estimation
32
Schätzung
32
Estimation theory
31
Schätztheorie
31
India
27
Indien
25
Börsenkurs
23
Share price
23
Aktienmarkt
22
Stock market
22
Time series analysis
22
Zeitreihenanalyse
22
Prognoseverfahren
21
Capital income
19
Kapitaleinkommen
19
Risikomaß
13
Risk measure
13
Theorie
13
Theory
13
Spillover effect
12
Spillover-Effekt
12
Efficient market hypothesis
11
Effizienzmarkthypothese
11
Random Walk
11
Random walk
11
Risiko
11
Risk
11
Welt
11
World
11
Forecast evaluation
9
Greece
9
Spain
9
Exchange rate
8
Ireland
8
Italy
8
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Kumar, Dilip
17
Maheswaran, S.
8
Shaik, Muneer
4
Zargar, Faisal Nazir
3
Published in...
All
Theoretical economics letters
5
Cogent economics & finance
2
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
American journal of finance and accounting
1
Decision
1
Economic modelling
1
Financial markets and portfolio management
1
International review of financial analysis
1
Journal of quantitative economics
1
Paradigm : the journal of Institute of Management Technology
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)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
Saved in:
2
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
3
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
4
Volatility persistence in the presence of structural breaks in the Indian banking sector
Kumar, Dilip
;
Maheswaran, S.
- In:
Paradigm : the journal of Institute of Management Technology
15
(
2011
)
1/2
,
pp. 8-17
Persistent link: https://www.econbiz.de/10011758435
Saved in:
5
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:
6
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:
7
Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
Saved in:
8
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:
9
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
