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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Hamori, Shigeyuki"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"EU countries"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
EU countries
Estimation
58
Schätzung
58
Volatility
29
Volatilität
29
ARCH-Modell
28
Capital income
16
Kapitaleinkommen
16
Japan
13
Aktienmarkt
12
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Forecasting model
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Estimation theory
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Cointegration
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Aufsatz in Zeitschrift
Book review
Article in journal
32
Aufsatz im Buch
2
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English
32
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Hamori, Shigeyuki
Kumar, Dilip
Gil-Alaña, Luis A.
35
Gupta, Rangan
31
Caporale, Guglielmo Maria
25
Belke, Ansgar
20
Jalles, João Tovar
19
Ma, Feng
18
Apergēs, Nikolaos
17
Bahmani-Oskooee, Mohsen
17
Afonso, António
15
Berg, Gerard J. van den
15
Döpke, Jörg
15
Tiwari, Aviral Kumar
15
Herwartz, Helmut
14
Bouri, Elie
13
Sosvilla-Rivero, Simón
13
McAleer, Michael
12
Ours, Jan C. van
12
Wohar, Mark E.
12
Chiang, Thomas C.
11
Malik, Farooq
11
Serletis, Apostolos
11
Wu, Xinyu
11
Balcilar, Mehmet
10
Crespo Cuaresma, Jesús
10
Huang, Zhuo
10
Koopman, Siem Jan
10
Tsionas, Efthymios G.
10
Yoon, Seong-min
10
Antonakakis, Nikolaos
9
Badinger, Harald
9
Brooks, Robert
9
Dreger, Christian
9
Floros, Christos
9
Kutan, Ali Mustafa
9
Lee, Chien-chiang
9
MacDonald, Ronald
9
Pierdzioch, Christian
9
Sousa, Ricardo M.
9
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Economic modelling
3
Theoretical economics letters
3
American journal of finance and accounting
2
IIMB management review
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of prediction markets
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Decision
1
International journal of economics and finance
1
International journal of financial research
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of economic research
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
Progress in economics research
1
Studies in economics and finance
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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1
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:
2
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:
3
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
4
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
5
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:
6
What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip
- In:
Journal of economic research
24
(
2019
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
Saved in:
7
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:
8
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:
9
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
10
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
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