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~isPartOf:"Economic modelling"
~person:"Kumar, Dilip"
~subject:"Entwicklungsländer"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Article in journal"
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Entwicklungsländer
Monetary policy
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Estimation theory
4
Schätztheorie
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ARCH-Modell
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Börsenkurs
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Kumar, Dilip
Ma, Feng
6
Chaudhuri, Sarbajit
5
Gupta, Rangan
5
Montes, Gabriel Caldas
5
Ratti, Ronald A.
5
Todorova, Neda
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Dieppe, Alistair
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Dufrénot, Gilles
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Jawadi, Fredj
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Spyromitros, Eleftherios
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Vespignani, Joaquin L.
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Ahmed, Abdullahi Dahir
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Anwar, Sajid
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Balcilar, Mehmet
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Belke, Ansgar
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Brooks, Chris
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Catik, A. Nazif
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Chevallier, Julien
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Cross, Jamie
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Dai, Meixing
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Ftiti, Zied
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Ginn, William
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Han, Liyan
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Huang, Zhuo
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Ida, Daisuke
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Kang, Wensheng
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Liu, Ding
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Liu, Guangling
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Liu, Jing
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Liu, Li
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Maheswaran, S.
3
Mayes, David G.
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Medina, Juan Pablo
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Pal, Debdatta
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Economic modelling
Theoretical economics letters
6
IIMB management review
4
Global business review
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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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International journal of emerging markets
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Journal of emerging market finance
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Journal of quantitative economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of financial analysis
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Journal of economic research
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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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South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
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Studies in economics and 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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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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