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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Kumar, Dilip"
~subject:"Capital income"
~type_genre:"Book review"
~type_genre:"Government document"
~type_genre:"Statistik"
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39
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39
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33
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24
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Andersen, Torben
Kumar, Dilip
Gupta, Rangan
59
Zaremba, Adam
58
McMillan, David G.
31
Gil-Alaña, Luis A.
27
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Tiwari, Aviral Kumar
20
Pierdzioch, Christian
19
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18
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18
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18
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18
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17
Bali, Turan G.
16
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16
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15
Apergēs, Nikolaos
14
Chiang, Thomas C.
14
Long, Huaigang
14
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13
Bouri, Elie
13
Caporale, Guglielmo Maria
13
Demirer, Rıza
12
Umutlu, Mehmet
12
Brooks, Robert
11
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11
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11
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11
Xuan Vinh Vo
11
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10
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10
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10
Salisu, Afees A.
10
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10
Yin, Libo
10
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10
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9
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9
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Journal of econometrics
3
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2
International review of economics & finance : IREF
2
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2
Theoretical economics letters
2
American journal of finance and accounting
1
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1
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1
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1
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1
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ECONIS (ZBW)
24
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
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:
5
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
Saved in:
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