//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~person:"Kumar, Dilip"
~person:"Ludvigson, Sydney C."
~person:"Sehgal, Sanjay"
~subject:"Kapitaleinkommen"
~subject:"United States"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Kapitaleinkommen
United States
Estimation
53
Schätzung
53
Capital income
31
Volatilität
28
ARCH model
24
ARCH-Modell
24
Aktienmarkt
22
Stock market
22
Börsenkurs
16
Share price
16
CAPM
12
Forecasting model
12
India
12
Indien
12
Prognoseverfahren
12
Estimation theory
9
Schätztheorie
9
Spillover effect
7
Spillover-Effekt
7
Theorie
7
Theory
7
Ausreißer
6
Market integration
6
Marktintegration
6
Outliers
6
Portfolio selection
6
Portfolio-Management
6
Structural break
6
Strukturbruch
6
Time series analysis
6
Welt
6
World
6
Zeitreihenanalyse
6
EU countries
5
EU-Staaten
5
Financial crisis
5
Finanzkrise
5
France
5
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
43
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
43
Author
All
Kumar, Dilip
Ludvigson, Sydney C.
Sehgal, Sanjay
Gupta, Rangan
112
Zaremba, Adam
60
Bahmani-Oskooee, Mohsen
52
Wohar, Mark E.
51
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
41
McMillan, David G.
37
Pierdzioch, Christian
35
Ma, Feng
33
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
29
Narayan, Paresh Kumar
29
Xuan Vinh Vo
29
Bollerslev, Tim
28
Todorov, Viktor
27
Apergēs, Nikolaos
26
McAleer, Michael
26
Bouri, Elie
25
Wang, Yudong
24
Zhang, Yaojie
22
Bali, Turan G.
21
Cakici, Nusret
20
Brooks, Robert
19
Chiang, Thomas C.
19
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Yoon, Seong-min
19
Belke, Ansgar
18
Hsing, Yu
18
Jawadi, Fredj
18
Lee, Chien-chiang
18
Demirer, Rıza
17
Mensi, Walid
17
Payne, James E.
17
Rashid, Abdul
17
Salisu, Afees A.
17
Serletis, Apostolos
17
Andersen, Torben
16
more ...
less ...
Published in...
All
Theoretical economics letters
6
IIMB management review
5
Decision
4
American journal of finance and accounting
2
Economic modelling
2
International journal of emerging markets
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Vision : the journal of business perspective
2
Asia-Pacific financial markets
1
Empirica : journal of european economics
1
Global business review
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of economic research
1
Journal of economics and finance
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Journal of quantitative economics
1
Studies in economics and finance
1
The Indian economic journal
1
The international journal of business and finance research : IJBFR
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
3
Equity market anomalies in major European economies
Pandey, Asheesh
;
Sehgal, Sanjay
;
Mohapatra, Amiya Kumar
; …
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 245-260
Persistent link: https://www.econbiz.de/10012698617
Saved in:
4
Are prominent equity market anomalies in India fading away?
Sharma, Gagan Deep
;
Subramaniam, Srividya
;
Sehgal, Sanjay
- In:
Global business review
22
(
2021
)
1
,
pp. 255-270
Persistent link: https://www.econbiz.de/10012483276
Saved in:
5
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:
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
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:
10
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->