//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"EU-Staaten"
subject:"Volatility"
~person:"Kumar, Dilip"
~subject:"Cointegration"
~subject:"World"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Cointegration
World
Estimation
23
Schätzung
23
Volatilität
20
ARCH model
19
ARCH-Modell
19
Capital income
15
Kapitaleinkommen
15
Forecasting model
11
Prognoseverfahren
11
Estimation theory
9
Schätztheorie
9
Ausreißer
6
Outliers
6
Aktienmarkt
5
India
5
Indien
5
Stock market
5
Structural break
5
Strukturbruch
5
Börsenkurs
4
Forecast evaluation
4
Oil price
4
Share price
4
Structural breaks
4
Theorie
4
Theory
4
Time series analysis
4
Volatility modeling
4
Welt
4
Zeitreihenanalyse
4
Ölpreis
4
Erdöl
3
Exchange rate
3
Extreme value volatility estimator
3
Petroleum
3
Random Walk
3
Random walk
3
Risikomanagement
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Advisory report
Article in journal
Aufsatz in Zeitschrift
Language
All
English
20
Author
All
Kumar, Dilip
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
78
Gil-Alaña, Luis A.
69
Caporale, Guglielmo Maria
50
Belke, Ansgar
45
Apergēs, Nikolaos
38
Shahbaz, Muhammad
38
Tiwari, Aviral Kumar
38
Lee, Chien-chiang
35
Wohar, Mark E.
33
Xuan Vinh Vo
32
Ma, Feng
31
Balcilar, Mehmet
30
Bouri, Elie
29
Chang, Tsangyao
28
Pradhan, Rudra Prakash
28
Pierdzioch, Christian
27
McAleer, Michael
26
Hammoudeh, Shawkat
25
Mensi, Walid
25
Todorov, Viktor
25
MacDonald, Ronald
24
Zaremba, Adam
24
Bollerslev, Tim
23
Herwartz, Helmut
23
Kang, Sang Hoon
23
Narayan, Paresh Kumar
23
Rashid, Abdul
22
Schneider, Friedrich
22
Beckmann, Joscha
20
Buch, Claudia M.
20
Holmes, Mark J.
20
Salisu, Afees A.
20
Sosvilla-Rivero, Simón
20
McMillan, David G.
19
Payne, James E.
19
Zhu, Huiming
19
Hamori, Shigeyuki
18
Hegerty, Scott W.
18
more ...
less ...
Published in...
All
Theoretical economics letters
3
American journal of finance and accounting
2
Decision
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->