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subject:"United States"
~person:"Kumar, Dilip"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
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Forecasting model
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Estimation
24
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21
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21
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Kumar, Dilip
Gupta, Rangan
153
Caporale, Guglielmo Maria
106
Gil-Alaña, Luis A.
78
Marcellino, Massimiliano
70
Heckman, James J.
66
McAleer, Michael
62
Pierdzioch, Christian
56
Pesaran, M. Hashem
53
Koopman, Siem Jan
44
Bollerslev, Tim
43
Diebold, Francis X.
43
Schorfheide, Frank
43
Timmermann, Allan
43
Hamermesh, Daniel S.
42
Kilian, Lutz
42
McMillan, David G.
41
Belke, Ansgar
38
Wohar, Mark E.
38
Cheung, Yin-Wong
37
Chinn, Menzie David
37
Engle, Robert F.
36
Balcilar, Mehmet
35
Ma, Feng
33
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Miller, Stephen M.
32
Härdle, Wolfgang
31
Swanson, Norman R.
31
Basu, Susanto
30
Ghysels, Eric
30
Glaeser, Edward L.
30
Hautsch, Nikolaus
30
Herwartz, Helmut
30
Huber, Florian
30
Franses, Philip Hans
29
Karanassou, Marika
29
Koop, Gary
29
Neumark, David
29
Malley, James R.
28
Haltiwanger, John C.
27
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Theoretical economics letters
3
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2
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1
Decision
1
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1
International review of economics & finance : IREF
1
International review of financial analysis
1
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)
11
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip
- In:
American journal of finance and accounting
4
(
2015/2016
)
3/4
,
pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
Saved in:
9
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:
10
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
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