//--> //--> //--> //-->
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:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~person:"Kumar, Dilip"
~subject:"Exchange rate"
~subject:"Volatility"
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 theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Exchange rate
Volatility
Estimation theory
46
Schätztheorie
46
Volatilität
17
Estimation
16
Schätzung
16
ARCH model
12
ARCH-Modell
12
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Theorie
10
Theory
10
Capital income
9
Kapitaleinkommen
9
Forecast evaluation
6
Ausreißer
5
Börsenkurs
5
Outliers
5
Share price
5
Statistical error
5
Statistischer Fehler
5
Volatility modeling
5
Bias
4
Großbritannien
4
Modellierung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Scientific modelling
4
Structural break
4
Strukturbruch
4
Systematischer Fehler
4
USA
4
United Kingdom
4
United States
4
Volatility forecasting
3
Bias corrected extreme value estimator
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Caporale, Guglielmo Maria
Hall, Stephen G.
Kumar, Dilip
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Bollerslev, Tim
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Ghysels, Eric
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Wang, Yazhen
6
Cheung, Yin-Wong
5
Fan, Jianqing
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Bossaerts, Peter L.
4
Clements, Adam
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Li, Wai Keung
4
Lucas, André
4
Mancino, Maria Elvira
4
McAleer, Michael
4
Nolte, Ingmar
4
more ...
less ...
Published in...
All
Economic modelling
5
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
International review of financial analysis
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
Revue roumaine des sciences économiques
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
7
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
8
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->