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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Maheswaran, S."
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Share price
Börsenkurs
3
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Bias
2
Bias correction
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Random Walk
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Random walk
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Random walk effect
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Systematischer Fehler
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Time series analysis
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Volatility estimation
2
Zeitreihenanalyse
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Binomial Markov Random Walk (BMRW) model
1
Estimation
1
Extreme values
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IT ICSS algorithm
1
Markov chain
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Markov-Kette
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Monte Carlo simulation
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Maheswaran, S.
Kumar, Dilip
3
Motegi, Kaiji
2
Alañón Pardo, Ángel
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Allen, David E.
1
Auer, Benjamin R.
1
Connolly, Robert A.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Feng, Yuanhua
1
Guillén, Montserrat
1
Harris, Lawrence E.
1
Hatemi-J, Abdulnasser
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Hill, Jonathan B.
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Horváth, Roman
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Iitsuka, Yoshitaka
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Jokivuolle, Esa
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Kok Haur Ng
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Kruse, Robinson
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Li, Chang-shuai
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McNeil, Alexander J.
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Peiris, Shelton
1
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1
Ronen, Tavy
1
Rosenfeld, James
1
Thuraisamy, Kannan Sivananthan
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Vidal-Llana, Xenxo
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Journal of financial and quantitative analysis : JFQA
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Cogent economics & finance
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial markets and portfolio management
1
International journal of financial engineering
1
International review of economics & finance : IREF
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)
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
2
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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