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subject:"Indien"
subject:"Sparen"
~isPartOf:"Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi"
~isPartOf:"International journal of public sector performance management : IJPSPM"
~isPartOf:"Journal of quantitative economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Indien
Sparen
Monte-Carlo-Simulation
Volatility
Estimation theory
64
Schätztheorie
64
Regression analysis
11
Regressionsanalyse
11
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11
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Kayal, Parthajit
2
Maheswaran, S.
2
Viswanathan, T.
2
Abraham, Vinoj
1
Agarwal, R. N.
1
Anjoy, Priyanka
1
Bhattacharyya, Som Sekhar
1
Chakravarty, Ranjan R.
1
Chaturvedi, Anoop
1
Das, Abhiman
1
Dutta, Sumanjay
1
Ghosh, Sunandan
1
Jain, Karuna
1
Jaiswal, Shivam
1
John, Joice
1
Khandelwal, Vipul
1
Kumar, Dilip
1
Kurita, Takamitsu
1
Masih, Abdul Mansur M.
1
Masih, Rumi
1
Mukherjee, Prathana
1
Nadig, Asha
1
Nigam, Rakesh
1
Palanivel, Thangavel
1
Pani, Sudhanshu
1
Shaik, Muneer
1
Singh, Sanjay
1
Sriram, R.
1
Subrahmanyam, Ganti
1
Swami, Sooraj B.
1
Tran, Kien C.
1
Tsionas, Efthymios G.
1
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
International journal of public sector performance management : IJPSPM
Journal of quantitative economics
Journal of econometrics
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
45
Discussion paper / Tinbergen Institute
42
Econometric reviews
39
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
31
Economic modelling
28
Computational economics
24
The Indian journal of economics
23
Econometric theory
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
21
Working paper / National Bureau of Economic Research, Inc.
21
Applied economics
20
Journal of empirical finance
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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Quantitative finance
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CREATES research paper
17
Econometrics : open access journal
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Applied economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Finance research letters
16
International journal of theoretical and applied finance
16
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of risk and financial management : JRFM
15
NBER working paper series
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of forecasting
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Working paper
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Journal of banking & finance
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Indian journal of agricultural economics
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Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
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The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
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1
Hierarchical bayes measurement error small area model for estimation of disaggregated level workers mobility pattern in India
Anjoy, Priyanka
- In:
Journal of quantitative economics
21
(
2023
)
2
,
pp. 339-361
Persistent link: https://www.econbiz.de/10014330247
Saved in:
2
Foreign direct investment and macroeconomic factors : evidence from Indian economy
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of public sector performance …
11
(
2023
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10014227942
Saved in:
3
Risk ascertained determinants of cost of equity capital : a comparative analysis across regulated sectors in India
Yalla, Sushma Priyadarsini
;
Jain, Karuna
; …
- In:
International journal of public sector performance …
9
(
2022
)
3
,
pp. 303-321
Persistent link: https://www.econbiz.de/10013257329
Saved in:
4
Instrumental variables estimation without outside instruments
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 489-506
Persistent link: https://www.econbiz.de/10013441680
Saved in:
5
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
6
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
7
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
8
The case of the "missing middle" in the Indian manufacturing sector : a firm level analysis
Ghosh, Sunandan
;
Abraham, Vinoj
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 161-179
Persistent link: https://www.econbiz.de/10012489864
Saved in:
9
Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Chaturvedi, Anoop
;
Jaiswal, Shivam
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 733-745
Persistent link: https://www.econbiz.de/10012418877
Saved in:
10
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
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