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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"EU countries"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
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Zeitreihenanalyse
Estimation
23
Schätzung
23
Volatility
20
Volatilität
20
ARCH-Modell
19
Capital income
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Extreme value volatility estimator
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Aufsatz in Zeitschrift
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Kumar, Dilip
Gil-Alaña, Luis A.
93
Caporale, Guglielmo Maria
57
Gupta, Rangan
55
Tiwari, Aviral Kumar
34
Bahmani-Oskooee, Mohsen
30
Chang, Tsangyao
27
Ma, Feng
21
Moosa, Imad A.
21
Belke, Ansgar
20
Jalles, João Tovar
20
Apergēs, Nikolaos
17
Herwartz, Helmut
17
McAleer, Michael
17
Afonso, António
16
Narayan, Paresh Kumar
16
Wohar, Mark E.
16
Berg, Gerard J. van den
15
Döpke, Jörg
15
Miller, Stephen M.
15
Serletis, Apostolos
15
Balcilar, Mehmet
14
Hamori, Shigeyuki
14
Koopman, Siem Jan
14
Ramírez, Miguel D.
14
Österholm, Pär
14
Bouri, Elie
13
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Sosvilla-Rivero, Simón
13
Tauchen, George Eugene
13
Kutan, Ali Mustafa
12
Li, Jia
12
MacDonald, Ronald
12
McMillan, David G.
12
Nonejad, Nima
12
Ours, Jan C. van
12
Ranjbar, Omid
12
Yoon, Seong-min
12
Bollerslev, Tim
11
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Theoretical economics letters
3
American journal of finance and accounting
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Decision
1
International review of financial analysis
1
Journal of economic research
1
Journal of quantitative economics
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
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
10
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
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