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person:"Cuñado Eizaguirre, Juncal"
~person:"Kumar, Dilip"
~subject:"Schätztheorie"
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Cuñado Eizaguirre, Juncal
Kumar, Dilip
Perron, Pierre
14
Urga, Giovanni
13
Taylor, Robert
12
Banerjee, Anindya
9
Leybourne, Stephen James
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Harvey, David I.
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Omay, Tolga
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IIMB management review
1
The journal of prediction markets
1
Theoretical economics letters
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ECONIS (ZBW)
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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
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2
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
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3
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
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