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subject:"Deutschland"
subject:"Forecasting model"
~person:"Kumar, Dilip"
~subject:"ARCH model"
~subject:"Statistischer Test"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Statistischer Test
Estimation theory
17
Schätztheorie
17
Volatility
16
Volatilität
16
ARCH-Modell
12
Prognoseverfahren
10
Capital income
9
Estimation
9
Kapitaleinkommen
9
Schätzung
9
Forecast evaluation
6
Ausreißer
5
Börsenkurs
5
Outliers
5
Share price
5
Time series analysis
5
Volatility modeling
5
Zeitreihenanalyse
5
Bias
4
Systematischer Fehler
4
Exchange rate
3
Structural break
3
Strukturbruch
3
Volatility forecasting
3
Wechselkurs
3
Bias corrected extreme value estimator
2
Bias correction
2
CARRS model
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Random Walk
2
Random walk
2
Random walk effect
2
Rogers and Satchell estimator
2
Volatility estimation
2
AddRS Estimator
1
Asymmetry
1
Bias-Corrected Extreme Value Estimator
1
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12
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Kumar, Dilip
Francq, Christian
18
Baltagi, Badi H.
15
Bera, Anil K.
14
Teräsvirta, Timo
14
Zakoïan, Jean-Michel
14
Cai, Zongwu
12
Phillips, Peter C. B.
12
Linton, Oliver
11
Lütkepohl, Helmut
11
Demetrescu, Matei
10
Shi, Xiaoxia
10
Su, Liangjun
10
Chen, Yi-ting
9
Kapetanios, George
9
Rahbek, Anders
9
Sun, Yixiao
9
Andrews, Donald W. K.
8
Chan, Ngai Hang
8
Dufour, Jean-Marie
8
Guggenberger, Patrik
8
Perron, Pierre
8
Swanson, Norman R.
8
Tsay, Ruey S.
8
White, Halbert
8
Zhu, Ke
8
Kao, Chihwa
7
Kleibergen, Frank
7
Kristensen, Dennis
7
Krämer, Walter
7
Li, Guodong
7
Ling, Shiqing
7
Paolella, Marc S.
7
Peng, Liang
7
Pesaran, M. Hashem
7
Rossi, Barbara
7
Tu, Yundong
7
Westerlund, Joakim
7
Ardia, David
6
Bauwens, Luc
6
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Economic modelling
3
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
IIMB management review
1
International review of financial analysis
1
Journal of quantitative economics
1
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
8
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
9
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
10
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
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