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subject:"Kapitaleinkommen"
~person:"Kumar, Dilip"
~person:"Molnár, Peter"
~type_genre:"Article in journal"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
45
ARCH-Modell
45
Volatility
45
Volatilität
45
Forecasting model
27
Prognoseverfahren
27
Capital income
23
Estimation
22
Schätzung
22
Börsenkurs
15
Share price
15
Aktienmarkt
12
Estimation theory
12
Schätztheorie
12
Stock market
12
Time series analysis
10
Volatility forecasting
10
Zeitreihenanalyse
10
Oil price
8
Ölpreis
8
Ausreißer
7
Exchange rate
7
Forecast evaluation
7
Outliers
7
Spillover effect
7
Spillover-Effekt
7
Structural break
7
Strukturbruch
7
Theorie
7
Theory
7
Wechselkurs
7
Correlation
6
Korrelation
6
Risikomaß
6
Risk measure
6
Volatility modeling
6
High-low range
5
India
5
Indien
5
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Article
23
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Article in journal
Aufsatz in Zeitschrift
23
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English
23
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Kumar, Dilip
Molnár, Peter
Gupta, Rangan
20
Ma, Feng
17
Bouri, Elie
14
Chiang, Thomas C.
14
Zhang, Yaojie
10
Brooks, Robert
9
Floros, Christos
9
Li, Yan
8
Liang, Chao
8
McAleer, Michael
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Elyasiani, Elyas
7
Huang, Zhuo
7
Nonejad, Nima
7
Wei, Yu
7
Wu, Xinyu
7
Kang, Sang Hoon
6
Mansur, Iqbal
6
Muzindutsi, Paul-Francois
6
Nam, Kiseok
6
Nguyen, Duc Khuong
6
Shi, Yanlin
6
Xuan Vinh Vo
6
Yavas, Burhan F.
6
Yoon, Seong-min
6
Al Refai, Hisham M.
5
Asai, Manabu
5
Chen, Cathy W. S.
5
Chevallier, Julien
5
Choudhry, Taufiq
5
Dedi, Lidija
5
Degiannakis, Stavros
5
Demirer, Rıza
5
Engle, Robert F.
5
Faff, Robert W.
5
Karmakar, Madhusudan
5
Lyócsa, Štefan
5
Maheswaran, S.
5
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International review of economics & finance : IREF
3
Global business review
2
International review of financial analysis
2
Journal of quantitative economics
2
The journal of prediction markets
2
American journal of finance and accounting
1
Applied economics
1
Decision
1
Economic modelling
1
Finance research letters
1
IIMB management review
1
International journal of forecasting
1
Margin: the journal of applied economic research
1
Studies in economics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
1
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ECONIS (ZBW)
23
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1
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
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
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:
5
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:
6
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
7
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:
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
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:
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:
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