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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Kumar, Dilip"
~person:"Liu, Li"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Volatility
7
Volatilität
7
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
ARCH model
4
ARCH-Modell
4
Estimation theory
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Prognoseverfahren
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Schätztheorie
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Time series analysis
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Oil market
2
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Random Walk
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Random walk
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2
Rogers and Satchell estimator
2
Rohstoffderivat
2
Stock market
2
Systematischer Fehler
2
Volatility estimation
2
Ölmarkt
2
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2
Ausreißer
1
Binomial Markov Random Walk (BMRW) model
1
Block bootstrap
1
Bootstrap approach
1
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Business cycle
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CARRS model
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China
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Kumar, Dilip
Liu, Li
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Huang, Zhuo
3
Kim, Jong-Min
3
Moosa, Imad A.
3
Paradiso, Antonio
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Andrés, Antonio R.
2
Baruník, Jozef
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Gupta, Rangan
2
Halicioglu, Ferda
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Li, Yong
2
Maheswaran, S.
2
Morana, Claudio
2
Narayan, Paresh Kumar
2
Nazlıoğlu, Şaban
2
Papell, David H.
2
Ranjbar, Omid
2
Raïssi, Hamdi
2
Rua, António
2
Salisu, Afees A.
2
Seong, Byeongchan
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Economic modelling
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
2
Decision
1
IIMB management review
1
International journal of emerging markets
1
International review of economics & finance : IREF
1
Macroeconomics and finance in emerging market economies
1
Paradigm : the journal of Institute of Management Technology
1
Research in international business and finance
1
Review of accounting & finance
1
Studies in economics and finance
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The journal of prediction markets
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Theoretical economics letters
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ECONIS (ZBW)
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1
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
2
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:
3
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:
4
A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
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