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accessRights:"restricted"
~person:"Bali, Turan G."
~person:"Kumar, Dilip"
~subject:"Capital income"
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Capital income
Estimation
22
Schätzung
22
Kapitaleinkommen
19
Volatility
14
Volatilität
14
Forecasting model
12
Prognoseverfahren
12
ARCH model
11
ARCH-Modell
11
CAPM
6
Estimation theory
6
Risiko
6
Risk
6
Schätztheorie
6
Börsenkurs
5
Capital market returns
5
Kapitalmarktrendite
5
Risikomaß
5
Risk measure
5
Share price
5
Theorie
5
Theory
5
Ausreißer
4
Outliers
4
Risikoprämie
4
Risk premium
4
Structural break
4
Strukturbruch
4
Exchange rate
3
Extreme value volatility estimator
3
Forecast evaluation
3
Risikomanagement
3
Risk management
3
Structural breaks
3
Time series analysis
3
Value-at-risk
3
Volatility modeling
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Bali, Turan G.
Kumar, Dilip
Gupta, Rangan
54
Zaremba, Adam
50
Wang, Yudong
19
Wohar, Mark E.
17
Zhang, Yaojie
17
Ma, Feng
16
McMillan, David G.
15
Pierdzioch, Christian
15
Tiwari, Aviral Kumar
15
Balcilar, Mehmet
14
Long, Huaigang
14
Bouri, Elie
13
Narayan, Paresh Kumar
13
Todorov, Viktor
13
Cakici, Nusret
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Jawadi, Fredj
10
Salisu, Afees A.
10
Xuan Vinh Vo
10
Chiah, Mardy
9
Demirer, Rıza
9
Li, Bin
9
Nonejad, Nima
9
Yang, Chunpeng
9
Yin, Libo
9
Zhu, Huiming
9
Jareño, Francisco
8
Umar, Zaghum
8
Umutlu, Mehmet
8
Bekiros, Stelios
7
Dai, Zhifeng
7
He, Mengxi
7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
Lee, Chien-chiang
7
Li, Xiao
7
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International review of economics & finance : IREF
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of prediction markets
2
Theoretical economics letters
2
China finance review international
1
Economic modelling
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
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
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ECONIS (ZBW)
19
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1
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
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:
4
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:
5
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
6
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
7
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:
8
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
9
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
10
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:
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