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person:"Croux, Christophe"
subject:"Volatility"
~person:"Kumar, Dilip"
~person:"Lahiri, Kajal"
~person:"McCracken, Michael W."
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Volatility
Prognoseverfahren
Estimation theory
46
Schätztheorie
46
Forecasting model
23
Volatilität
16
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
ARCH-Modell
12
Estimation
11
Schätzung
11
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
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6
Outliers
6
VAR model
6
VAR-Modell
6
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5
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5
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5
Share price
5
Systematischer Fehler
5
Volatility modeling
5
Monte Carlo simulation
4
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Structural break
4
Strukturbruch
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Erwartungsbildung
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Exchange rate
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Expectation formation
3
Regression analysis
3
Regressionsanalyse
3
Volatility forecasting
3
Wechselkurs
3
Autocorrelation
2
Autokorrelation
2
Bias corrected extreme value estimator
2
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28
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29
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15
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Graue Literatur
14
Non-commercial literature
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29
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Croux, Christophe
Kumar, Dilip
Lahiri, Kajal
McCracken, Michael W.
Maheswaran, S.
14
Teräsvirta, Timo
12
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Andersen, Torben
8
Cai, Zongwu
8
Francq, Christian
8
Koopman, Siem Jan
8
Swanson, Norman R.
8
Demetrescu, Matei
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Taylor, James W.
7
Taylor, Robert
7
Baltagi, Badi H.
6
Hafner, Christian M.
6
Kapetanios, George
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Ullah, Aman
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Bauwens, Luc
5
Bollerslev, Tim
5
Corradi, Valentina
5
Fan, Jianqing
5
Fosten, Jack
5
Ghysels, Eric
5
Harvey, David I.
5
Jing, Bingyi
5
Koop, Gary
5
Lee, Ji Hyung
5
Linton, Oliver
5
Nolte, Ingmar
5
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Economic modelling
4
Journal of econometrics
4
International journal of forecasting
3
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International review of financial analysis
1
Journal of forecasting
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
29
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1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
8
Special issue in honor of Kajal Lahiri: Forecasting, use of survey data on expectations, and panel data applications
Baltagi, Badi H.
(
ed.
);
Lahiri, Kajal
(
honouree
)
-
2017
Persistent link: https://www.econbiz.de/10011697144
Saved in:
9
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
10
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
Saved in:
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