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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"Teräsvirta, Timo"
~subject:"Multivariate Analyse"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Multivariate Analyse
Volatilität
Estimation theory
17
Schätztheorie
17
Volatility
12
ARCH model
11
ARCH-Modell
11
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10
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10
Time series analysis
9
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Estimation
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Capital income
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Nichtlineare Regression
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Nonlinear regression
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Forecast evaluation
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Autocorrelation
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Autokorrelation
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Outliers
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misspecification testing
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modeling volatility
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Kumar, Dilip
Teräsvirta, Timo
Todorov, Viktor
10
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Sentana, Enrique
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Amengual, Dante
4
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Zheng, Xinghua
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Dufour, Jean-Marie
3
Hafner, Christian M.
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
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Kömm, Holger
3
Lee, Kyungsub
3
Li, Dong
3
Li, Wai Keung
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Linton, Oliver
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Liu, Guangying
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Madan, Dilip B.
3
Otranto, Edoardo
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The journal of prediction markets
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International review of economics & finance : IREF
1
Journal of quantitative economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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
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
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:
5
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:
6
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:
7
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:
8
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
9
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
10
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
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