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subject:"Volatility"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Maheswaran, S."
~subject:"Panel study"
~subject:"Random Walk"
~type_genre:"Government document"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Random Walk
Estimation theory
26
Schätztheorie
26
Volatilität
21
Capital income
12
Kapitaleinkommen
12
Börsenkurs
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Andersen, Torben
Maheswaran, S.
Baltagi, Badi H.
37
Su, Liangjun
19
Westerlund, Joakim
18
Kumar, Dilip
16
Lee, Lung-fei
16
Bai, Jushan
14
Gao, Jiti
13
Todorov, Viktor
12
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Li, Jia
11
Kao, Chihwa
10
Kumbhakar, Subal
10
Pirotte, Alain
10
Tauchen, George Eugene
10
Zhou, Qiankun
10
Han, Chirok
9
Hsiao, Cheng
9
Jochmans, Koen
9
Peng, Bin
9
Pesaran, M. Hashem
9
Phillips, Peter C. B.
9
Sarafidis, Vasilis
9
Juodis, Artūras
8
Teräsvirta, Timo
8
Yang, Zhenlin
8
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Moon, Hyungsik Roger
7
Mykland, Per A.
7
Okui, Ryo
7
Weidner, Martin
7
Wooldridge, Jeffrey M.
7
Zhang, Yonghui
7
Ai, Chunrong
6
Ando, Tomohiro
6
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Journal of econometrics
6
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3
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2
Cogent economics & finance
1
Decision
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial markets and portfolio management
1
IIMB management review
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Macroeconomics and finance in emerging market economies
1
Special section on small-sample properties of generalized method of moments (GMM)
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)
22
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11
Covariance estimation using random permutations
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
Saved in:
12
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
Saved in:
13
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
14
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
15
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:
16
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
17
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:
18
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:
19
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
Saved in:
20
Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
3
,
pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
Saved in:
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