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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
45
Volatilität
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ARCH model
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ARCH-Modell
32
Estimation
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Schätzung
23
India
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Estimation theory
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Schätztheorie
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Indien
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Time series analysis
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Zeitreihenanalyse
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Capital income
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Forecasting model
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Prognoseverfahren
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Aktienmarkt
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Stock market
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Risikomaß
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Risk measure
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Risiko
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Risk
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Spillover effect
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Spillover-Effekt
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Forecast evaluation
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Greece
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Spain
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Theorie
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Welt
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Börsenkurs
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Ireland
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Italy
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Portugal
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Share price
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Volatility modeling
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Efficient market hypothesis
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Effizienzmarkthypothese
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English
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Kumar, Dilip
17
Maheswaran, S.
3
Zargar, Faisal Nazir
3
Maheswaran, Srinivasan
2
Bansal, Manish
1
Bashir, Hajam Abid
1
Rajwani, Shegorika
1
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International review of economics & finance : IREF
2
Studies in economics and finance
2
The journal of prediction markets
2
Theoretical economics letters
2
American journal of finance and accounting
1
Economic modelling
1
Global business review
1
IIMB management review
1
International review of financial analysis
1
Journal of financial reporting & accounting : JFRA
1
Journal of quantitative economics
1
Margin: the journal of applied economic research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Are PIIGS stock markets efficient?
Kumar, Dilip
- In:
Studies in economics and finance
30
(
2013
)
3
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
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2
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
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3
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:
4
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:
5
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:
6
Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Kumar, Dilip
;
Maheswaran, S.
- In:
Margin: the journal of applied economic research
7
(
2013
)
1
,
pp. 61-91
Persistent link: https://www.econbiz.de/10009738171
Saved in:
7
On detecting sudden changes in the unconditional volatility of a time series
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 256-261
Persistent link: https://www.econbiz.de/10011545581
Saved in:
8
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
9
Return and volatility spillover among the PIIGS economies and India
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
American journal of finance and accounting
4
(
2015/2016
)
1
,
pp. 28-49
Persistent link: https://www.econbiz.de/10011508870
Saved in:
10
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:
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