//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"IIMB management review"
~person:"Gouriéroux, Christian"
~person:"Kumar, Dilip"
~person:"Mancino, Maria Elvira"
~subject:"Outliers"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Outliers
Estimation theory
2
Schätztheorie
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Bias-corrected extreme value estimator
1
Börsenkurs
1
Energieprognose
1
Energy forecast
1
Energy futures
1
Forecast evaluation
1
Forecasting model
1
IT-ICSS algorithm
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Share price
1
Structural break
1
Strukturbruch
1
Sudden changes in volatility
1
Time series analysis
1
Volatility forecasting
1
Volatility modelling
1
Yang and Zhang estimator
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Croux, Christophe
Gouriéroux, Christian
Kumar, Dilip
Mancino, Maria Elvira
Kayal, Parthajit
1
Maheswaran, S.
1
Published in...
All
IIMB management review
KBI
5
Economic modelling
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Série des documents de travail
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Discussion paper / Tinbergen Institute
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of economic interaction and coordination
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->