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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Gather, Ursula"
~person:"Kim, Donggyu"
~person:"Kumar, Dilip"
~person:"Lien, Gudbrand"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Robustes Verfahren
Estimation theory
5
Schätztheorie
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Estimation
3
Schätzung
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Bias
2
Bias correction
2
Capital income
2
Kapitaleinkommen
2
Random Walk
2
Random walk
2
Random walk effect
2
Rogers and Satchell estimator
2
Systematischer Fehler
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Volatility estimation
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Analysis of variance
1
Ausreißer
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Binomial Markov Random Walk (BMRW) model
1
CARRS model
1
Commodity derivative
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Correlation
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Erdöl
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Extreme values
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Forecast evaluation
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GARCH model
1
Gas futures
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Gasoil
1
High-frequency data
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ICE crude oil
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IT ICSS algorithm
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Gather, Ursula
Kim, Donggyu
Kumar, Dilip
Lien, Gudbrand
Maheswaran, S.
3
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Beqiraj, Elton
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Cheng, Jie
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
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1
Feng, Yuanhua
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Hadri, Kaddour
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jayasinghe, Prabhath
1
Karul, Cagin
1
Li, Chang-shuai
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Li, Hongyi
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Ma, Chao-qun
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1
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1
McNeil, Alexander J.
1
Nazlıoğlu, Şaban
1
Niu, Pan-qiang
1
Nonejad, Nima
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Economic modelling
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Journal of econometrics
5
IIMB management review
2
International review of economics & finance : IREF
2
KBI
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Econometrics : open access journal
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of quantitative economics
1
KAIST College of Business Working Paper Series
1
KAIST College of Business Working Paper Series No
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Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
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1
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:
2
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
3
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
4
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
5
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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