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subject:"Forecasting model"
subject:"Stock market"
~person:"Kumar, Dilip"
~person:"Westerlund, Joakim"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
United Kingdom
Estimation
54
Schätzung
54
Capital income
24
Kapitaleinkommen
24
Panel
23
Panel study
23
ARCH model
22
ARCH-Modell
22
Volatility
22
Volatilität
22
Prognoseverfahren
21
Estimation theory
15
Schätztheorie
15
Börsenkurs
13
Share price
13
Theorie
11
Theory
11
Panel data
10
Time series analysis
10
Zeitreihenanalyse
10
Aktienmarkt
9
Einheitswurzeltest
9
Unit root test
9
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Regressionsanalyse
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Structural break
7
Strukturbruch
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Welt
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World
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Ausreißer
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Outliers
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Statistical test
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Statistischer Test
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Efficient market hypothesis
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Effizienzmarkthypothese
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India
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27
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Article in journal
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27
Conference paper
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English
27
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Kumar, Dilip
Westerlund, Joakim
Gupta, Rangan
94
Zaremba, Adam
41
Gil-Alaña, Luis A.
36
Ma, Feng
33
McMillan, David G.
33
Pierdzioch, Christian
32
Wohar, Mark E.
32
Balcilar, Mehmet
27
Narayan, Paresh Kumar
26
Zhang, Yaojie
24
Wang, Yudong
23
Caporale, Guglielmo Maria
22
Moosa, Imad A.
20
Salisu, Afees A.
18
Tiwari, Aviral Kumar
18
Demirer, Rıza
17
Sehgal, Sanjay
17
Bouri, Elie
16
Xuan Vinh Vo
16
Chiang, Thomas C.
15
Nonejad, Nima
15
Jawadi, Fredj
14
Wei, Yu
14
Yoon, Seong-min
14
Blundell, Richard W.
12
Kang, Sang Hoon
12
Mensi, Walid
12
Shahzad, Syed Jawad Hussain
12
Brooks, Robert
11
Cakici, Nusret
11
Long, Huaigang
11
Marcellino, Massimiliano
11
Narayan, Seema
11
Swanson, Norman R.
11
Bekiros, Stelios
10
Bollerslev, Tim
10
Döpke, Jörg
10
Hammoudeh, Shawkat
10
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Theoretical economics letters
3
Decision
2
IIMB management review
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
The journal of prediction markets
2
American journal of finance and accounting
1
Applied economics letters
1
Econometric reviews
1
Economic modelling
1
Emerging markets review
1
Energy economics
1
International journal of accounting and finance
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Pacific-Basin finance journal
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)
27
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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
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:
4
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim
;
Sharma, Susan Sunila
- In:
Energy economics
77
(
2019
),
pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
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
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:
9
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:
10
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:
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