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subject:"Risikomaß"
subject:"USA"
~person:"Kumar, Dilip"
~subject:"Volatilität"
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Risikomaß
USA
Volatilität
Risikomanagement
5
Risk management
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Volatility
5
ARCH model
3
ARCH-Modell
3
Ausreißer
3
Capital income
3
Estimation
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Extreme value volatility estimator
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Kapitaleinkommen
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Outliers
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Schätzung
3
Value-at-risk
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Asymmetry
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Spillover-Effekt
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Structural break
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Structural breaks
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Strukturbruch
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Theorie
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downside risk spillover
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Commodity derivative
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Egypt
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Erdöl
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Estimation theory
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Henry Hub natural gas
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ICSS algorithm
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Kumar, Dilip
McAleer, Michael
29
Schuermann, Til
26
Stoja, Evarist
25
Wang, Ruodu
20
Diebold, Francis X.
19
Saunders, Anthony
19
Dionne, Georges
18
Embrechts, Paul
18
Polanski, Arnold
17
Christoffersen, Peter F.
16
Fabozzi, Frank J.
15
Mao, Tiantian
14
Stulz, René M.
14
Hammoudeh, Shawkat
13
Härdle, Wolfgang
13
Daníelsson, Jón
12
Bollerslev, Tim
11
Cornett, Marcia Millon
11
Kunreuther, Howard
10
Rejda, George E.
10
Vries, Casper G. de
10
Allen, David E.
9
Broll, Udo
9
Chang, Chia-Lin
9
Farkas, Walter
9
Janabi, Mazin A. M. al
9
Manganelli, Simone
9
Olson, David L.
9
Pérez Amaral, Teodosio
9
Adrian, Tobias
8
Brandtner, Mario
8
Cai, Jun
8
Dowd, Kevin
8
Engle, Robert F.
8
Giudici, Paolo
8
Hayes, Dermot James
8
Kratz, Marie
8
Li, Jianping
8
Liu, Haiyan
8
Pesaran, M. Hashem
8
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
Journal of quantitative economics
1
Studies in economics and finance
1
The journal of prediction markets
1
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ECONIS (ZBW)
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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
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:
3
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
4
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
5
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
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