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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
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Estimation theory
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9
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8
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Kumar, Dilip
Baltagi, Badi H.
22
Gao, Jiti
21
Linton, Oliver
14
Su, Liangjun
13
Lee, Lung-fei
12
Marcellino, Massimiliano
12
Phillips, Peter C. B.
12
Hsiao, Cheng
11
Kapetanios, George
11
Kumbhakar, Subal
11
Westerlund, Joakim
11
Zhou, Qiankun
11
Cai, Zongwu
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Peng, Bin
10
Sun, Yiguo
10
Bai, Jushan
9
Taylor, Robert
9
Todorov, Viktor
9
Francq, Christian
8
Li, Kunpeng
8
Li, Qi
8
Lütkepohl, Helmut
8
Teräsvirta, Timo
8
Zhu, Ke
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Li, Degui
7
Omay, Tolga
7
Robinson, Peter M.
7
Tauchen, George Eugene
7
Tu, Yundong
7
Wang, Shouyang
7
Yang, Zhenlin
7
Cavaliere, Giuseppe
6
Dong, Chaohua
6
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The journal of prediction markets
2
Theoretical economics letters
2
Economic modelling
1
IIMB management review
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
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:
2
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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