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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~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
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ARCH model
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Estimation
23
Schätzung
23
Volatility
20
Volatilität
20
ARCH-Modell
19
Capital income
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11
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Aufsatz in Zeitschrift
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Kumar, Dilip
Gil-Alaña, Luis A.
34
Gupta, Rangan
30
Caporale, Guglielmo Maria
24
Belke, Ansgar
20
Jalles, João Tovar
19
Apergēs, Nikolaos
17
Bahmani-Oskooee, Mohsen
17
Ma, Feng
17
Afonso, António
15
Döpke, Jörg
15
Tiwari, Aviral Kumar
15
Berg, Gerard J. van den
14
Hamori, Shigeyuki
13
Herwartz, Helmut
13
Sosvilla-Rivero, Simón
13
Bouri, Elie
12
McAleer, Michael
12
Ours, Jan C. van
12
Wohar, Mark E.
12
Chiang, Thomas C.
11
Malik, Farooq
11
Serletis, Apostolos
11
Balcilar, Mehmet
10
Huang, Zhuo
10
Koopman, Siem Jan
10
Tsionas, Efthymios G.
10
Wu, Xinyu
10
Yoon, Seong-min
10
Antonakakis, Nikolaos
9
Badinger, Harald
9
Brooks, Robert
9
Crespo Cuaresma, Jesús
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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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
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:
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
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:
5
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:
6
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:
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
On volatility transmission from crude oil to agricultural commodities
Kumar, Dilip
- In:
Theoretical economics letters
7
(
2017
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011660209
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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