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
Structural breaks in volatilit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
45
Volatilität
44
ARCH model
32
ARCH-Modell
32
Estimation
23
Schätzung
23
India
21
Estimation theory
20
Schätztheorie
20
Indien
19
Time series analysis
19
Zeitreihenanalyse
19
Capital income
17
Kapitaleinkommen
17
Prognoseverfahren
17
Aktienmarkt
15
Stock market
15
Risikomaß
11
Risk measure
11
Spillover effect
10
Spillover-Effekt
10
Forecast evaluation
9
Greece
9
Risiko
9
Risk
9
Spain
9
Theorie
9
Theory
9
Welt
9
World
9
Börsenkurs
8
Ireland
8
Italy
8
Portugal
8
Share price
8
Volatility modeling
8
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Exchange rate
7
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Kumar, Dilip
17
Maheswaran, S.
4
Zargar, Faisal Nazir
3
Published in...
All
Theoretical economics letters
5
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
IIMB management review
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)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
3
,
pp. 426-431
Persistent link: https://www.econbiz.de/10011546643
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
