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subject:"Kapitaleinkommen"
~person:"Kumar, Dilip"
~person:"Molnár, Peter"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
52
ARCH-Modell
52
Volatility
51
Volatilität
51
Forecasting model
30
Prognoseverfahren
30
Capital income
25
Estimation
25
Schätzung
25
Börsenkurs
19
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Aktienmarkt
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Estimation theory
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Ausreißer
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Correlation
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Forecast evaluation
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Korrelation
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Spillover effect
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Spillover-Effekt
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Welt
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Kumar, Dilip
Molnár, Peter
Gupta, Rangan
31
Engle, Robert F.
19
McAleer, Michael
18
Bouri, Elie
17
Ma, Feng
17
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Haas, Markus
10
Zhang, Yaojie
10
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
Mittnik, Stefan
8
Prokopczuk, Marcel
8
Rodriguez, Gabriel
8
Wang, Yudong
8
Zhu, Jie
8
Hoogerheide, Lennart F.
7
Jondeau, Eric
7
Lucas, André
7
McMillan, David G.
7
Nguyen, Duc Binh Benno
7
Nonejad, Nima
7
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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
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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ECONIS (ZBW)
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21
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
22
Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
Saved in:
23
Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip
- In:
Global business review
15
(
2014
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
Saved in:
24
Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Kumar, Dilip
;
Maheswaran, S.
- In:
Margin: the journal of applied economic research
7
(
2013
)
1
,
pp. 61-91
Persistent link: https://www.econbiz.de/10009738171
Saved in:
25
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
Saved in:
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