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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Kumar, Dilip"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Kapitaleinkommen
Estimation theory
17
Schätztheorie
17
Volatility
16
Volatilität
16
ARCH model
12
ARCH-Modell
12
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Estimation
9
Schätzung
9
Forecast evaluation
6
Ausreißer
5
Börsenkurs
5
Outliers
5
Share price
5
Time series analysis
5
Volatility modeling
5
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5
Bias
4
Systematischer Fehler
4
Exchange rate
3
Structural break
3
Strukturbruch
3
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3
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2
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Monte Carlo simulation
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2
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2
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2
Random walk effect
2
Rogers and Satchell estimator
2
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Kumar, Dilip
Maheswaran, S.
8
Dufour, Jean-Marie
7
King, Maxwell L.
7
Tauchen, George Eugene
7
White, Halbert
7
Andrews, Donald W. K.
6
Ghysels, Eric
6
Godfrey, L. G.
6
Linton, Oliver
6
Andersen, Torben
5
Bera, Anil K.
5
Hansen, Bruce E.
5
Kuan, Chung-ming
5
Mykland, Per A.
5
Startz, Richard
5
Todorov, Viktor
5
Bauwens, Luc
4
Bollerslev, Tim
4
Demetrescu, Matei
4
Fan, Yanqin
4
Guay, Alain
4
Hall, Alastair R.
4
Hong, Yongmiao
4
Horowitz, Joel
4
Johansen, Søren
4
Krämer, Walter
4
Li, Jia
4
Luger, Richard
4
Magnus, Jan R.
4
Nelson, Charles R.
4
Newey, Whitney K.
4
Ploberger, Werner
4
Qin, Jing
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Sucarrat, Genaro
4
Teräsvirta, Timo
4
Akkerboom, Hans
3
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3
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International review of economics & finance : IREF
2
The journal of prediction markets
2
Decision
1
Economic modelling
1
International review of financial analysis
1
Journal of quantitative economics
1
Theoretical economics letters
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ECONIS (ZBW)
9
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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
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:
3
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:
4
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:
5
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:
6
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
7
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
8
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:
9
Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
3
,
pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
Saved in:
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