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subject:"Forecasting model"
subject:"Stock market"
~person:"Jung, Robert"
~person:"Kumar, Dilip"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Estimation
31
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31
Volatility
23
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23
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20
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20
Capital income
18
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Jung, Robert
Kumar, Dilip
Gupta, Rangan
85
Zaremba, Adam
41
Ma, Feng
33
Pierdzioch, Christian
32
McMillan, David G.
29
Balcilar, Mehmet
26
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Zhang, Yaojie
24
Wang, Yudong
23
Salisu, Afees A.
18
Tiwari, Aviral Kumar
18
Sehgal, Sanjay
17
Bouri, Elie
16
Demirer, Rıza
16
Xuan Vinh Vo
16
Gil-Alaña, Luis A.
15
Nonejad, Nima
15
Chiang, Thomas C.
14
Wei, Yu
14
Yoon, Seong-min
14
Caporale, Guglielmo Maria
12
Jawadi, Fredj
12
Kang, Sang Hoon
12
Mensi, Walid
12
Moosa, Imad A.
12
Shahzad, Syed Jawad Hussain
12
Westerlund, Joakim
12
Brooks, Robert
11
Cakici, Nusret
11
Long, Huaigang
11
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11
Narayan, Seema
11
Swanson, Norman R.
11
Bekiros, Stelios
10
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10
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10
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10
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Theoretical economics letters
3
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2
IIMB management review
2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Spatial panel count data : modeling and forecasting of urban crimes
Glaser, Stephanie
;
Jung, Robert
;
Schweikert, Karsten
-
2022
Persistent link: https://www.econbiz.de/10013483281
Saved in:
2
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:
3
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:
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
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
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:
7
Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
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
Integration of the Indian stock market with the world market : a study based on the time-varying Kalman filter approach
Rao Gangadharan, Srinivasa
;
Kumar, Dilip
- In:
International journal of accounting and finance
7
(
2017
)
2
,
pp. 110-126
Persistent link: https://www.econbiz.de/10011803615
Saved in:
10
Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip
- In:
American journal of finance and accounting
4
(
2015/2016
)
3/4
,
pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
Saved in:
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