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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of quantitative economics"
~person:"Kumar, Dilip"
~subject:"Forecasting model"
~subject:"Sampling"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Thesis"
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Regressionsanalyse
Ökonometrie
Forecasting model
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Stichprobenerhebung
ARCH model
3
ARCH-Modell
3
Capital income
3
Estimation theory
3
Forecast evaluation
3
Kapitaleinkommen
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Prognoseverfahren
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Schätztheorie
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Volatility
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Volatility modeling
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Volatilität
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Ausreißer
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Bias
1
Bias corrected extreme value estimator
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Börsenkurs
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CARRS model
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Estimation
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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Heterogeneity
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Jumps
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Leverage effect
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Outliers
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Rogers and Satchell (RS) estimator
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Kumar, Dilip
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Applied economics
International review of economics & finance : IREF
Journal of quantitative economics
The journal of prediction markets
2
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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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
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2
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:
3
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
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