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subject:"Schock"
subject:"Volatilität"
~person:"Kumar, Dilip"
~person:"Sehgal, Sanjay"
~subject:"EU-Staaten"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Estimation
48
Schätzung
48
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30
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30
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28
ARCH model
24
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21
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33
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33
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Kumar, Dilip
Sehgal, Sanjay
Gupta, Rangan
74
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
29
Caporale, Guglielmo Maria
29
Ma, Feng
27
Pierdzioch, Christian
26
Todorov, Viktor
26
Bouri, Elie
25
Tiwari, Aviral Kumar
25
Wohar, Mark E.
25
Gil-Alaña, Luis A.
24
McAleer, Michael
24
Xuan Vinh Vo
24
Bollerslev, Tim
22
Balcilar, Mehmet
21
Apergēs, Nikolaos
20
Mensi, Walid
19
Kang, Sang Hoon
18
Herwartz, Helmut
17
Sosvilla-Rivero, Simón
17
Rashid, Abdul
16
Asai, Manabu
15
Hammoudeh, Shawkat
15
Li, Jia
15
Brooks, Robert
14
Caporin, Massimiliano
14
Chiang, Thomas C.
14
Lee, Chien-chiang
14
Narayan, Paresh Kumar
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Döpke, Jörg
13
Hamori, Shigeyuki
13
Hegerty, Scott W.
13
Ji, Qiang
13
Mumtaz, Haroon
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Decision
4
IIMB management review
4
Theoretical economics letters
4
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2
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2
International review of economics & finance : IREF
2
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2
Empirica : journal of european economics
1
International economics and economic policy : IEEP
1
International journal of emerging markets
1
International review of financial analysis
1
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1
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1
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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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ECONIS (ZBW)
33
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1
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
2
Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
Journal of economic integration : jei
34
(
2019
)
4
,
pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
Saved in:
3
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:
4
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:
5
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:
6
Convergence of retail banking interest rates to households in euro area : time-varying measurement and determinants
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
International economics and economic policy : IEEP
17
(
2020
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10012223890
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
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:
9
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
10
What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip
- In:
Journal of economic research
24
(
2019
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
Saved in:
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