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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Kumar, Dilip"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Volatility
Zeitreihenanalyse
Estimation theory
4
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4
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3
Börsenkurs
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Kumar, Dilip
Ma, Feng
6
Todorova, Neda
6
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4
Huang, Zhuo
4
Li, Bin
4
Salisu, Afees A.
4
Sharma, Susan Sunila
4
Tiwari, Aviral Kumar
4
Zhang, Wei
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Zhang, Yaojie
4
Arčabić, Vladimir
3
Balcilar, Mehmet
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Chevallier, Julien
3
Cross, Jamie
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Hall, Stephen G.
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Kim, Jong-Min
3
Li, Yong
3
Liu, Jing
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Liu, Li
3
Maheswaran, S.
3
Moosa, Imad A.
3
Narayan, Paresh Kumar
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Pal, Debdatta
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Paradiso, Antonio
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Su, Jen-je
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Wang, Tianyi
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Wang, Yudong
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Ahmed, Abdullahi Dahir
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2
Arouri, Mohamed
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Economic modelling
Theoretical economics letters
6
IIMB management review
4
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International review of economics & finance : IREF
3
The journal of prediction markets
3
American journal of finance and accounting
2
Decision
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Journal of emerging market finance
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Journal of quantitative economics
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Studies in economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of emerging markets
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International review of financial analysis
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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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South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
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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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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
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
Saved in:
4
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:
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