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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~person:"Ghysels, Eric"
~person:"Kumar, Dilip"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Prognoseverfahren"
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Volatility
Prognoseverfahren
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Estimation theory
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Croux, Christophe
Ghysels, Eric
Kumar, Dilip
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International review of economics & finance : IREF
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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
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A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
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