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subject:"United States"
type_genre:"Article in journal"
~person:"Kumar, Dilip"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Forecasting model
Prognoseverfahren
Volatility
Estimation
23
Schätzung
23
Volatilität
20
ARCH model
19
ARCH-Modell
19
Capital income
15
Kapitaleinkommen
15
Estimation theory
9
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9
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6
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5
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3
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Article in journal
Book review
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21
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English
21
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Kumar, Dilip
Gupta, Rangan
116
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
44
Wohar, Mark E.
43
Caporale, Guglielmo Maria
38
Pierdzioch, Christian
38
Ma, Feng
35
McMillan, David G.
33
Balcilar, Mehmet
31
Zaremba, Adam
29
Bollerslev, Tim
28
Narayan, Paresh Kumar
27
Bouri, Elie
26
McAleer, Michael
26
Todorov, Viktor
26
Xuan Vinh Vo
26
Apergēs, Nikolaos
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Zhang, Yaojie
23
Moosa, Imad A.
20
Salisu, Afees A.
20
Hsing, Yu
19
Mensi, Walid
19
Kang, Sang Hoon
18
Brooks, Robert
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Bali, Turan G.
16
Belke, Ansgar
16
Hegerty, Scott W.
16
Jawadi, Fredj
16
Nonejad, Nima
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Wei, Yu
16
Yoon, Seong-min
16
Andersen, Torben
15
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Theoretical economics letters
4
American journal of finance and accounting
2
Decision
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
International review of financial analysis
1
Journal of economic research
1
Journal of quantitative economics
1
Studies in economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
21
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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
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:
3
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:
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
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:
6
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:
7
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
8
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:
9
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
10
On volatility transmission from crude oil to agricultural commodities
Kumar, Dilip
- In:
Theoretical economics letters
7
(
2017
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011660209
Saved in:
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