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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Kumar, Dilip"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Zeitreihenanalyse
Estimation theory
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Kumar, Dilip
Gupta, Rangan
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Tiwari, Aviral Kumar
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Wang, Yudong
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Zhang, Wei
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Huang, Zhuo
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Shen, Dehua
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Economic modelling
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International journal of emerging markets
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Macroeconomics and finance in emerging market economies
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Margin: the journal of applied economic research
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Paradigm : the journal of Institute of Management Technology
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Research in international business and finance
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Review of accounting & finance
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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)
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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:
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
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