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~language:"eng"
~person:"Granger, C. W. J."
~person:"Kumar, Dilip"
~person:"Lee, Lung-fei"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Estimation theory
134
Schätztheorie
134
Theorie
44
Theory
44
Autocorrelation
31
Autokorrelation
31
Räumliche Interaktion
26
Spatial interaction
26
Regional economics
24
Regionalökonomik
24
Time series analysis
22
Zeitreihenanalyse
22
Estimation
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
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20
Panel study
20
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20
Volatility
17
Volatilität
17
Capital income
13
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12
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12
Forecasting model
12
Method of moments
12
Momentenmethode
12
Prognoseverfahren
12
Spatial autoregressive model
9
Simulation
7
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6
Forecast evaluation
6
Social relations
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Soziale Beziehungen
6
Structural break
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Granger, C. W. J.
Kumar, Dilip
Lee, Lung-fei
Diebold, Francis X.
13
Linton, Oliver
11
Maheswaran, S.
8
Stambaugh, Robert F.
8
Brandt, Michael W.
7
Luger, Richard
7
Tauchen, George Eugene
7
Gungor, Sermin
6
Kapetanios, George
6
Li, Jia
6
Pástor, Ľuboš
6
Todorov, Viktor
6
Andersen, Torben
5
Dufour, Jean-Marie
5
Gao, Jiti
5
Hahn, Jinyong
5
Mykland, Per A.
5
Pesaran, M. Hashem
5
Račev, Svetlozar T.
5
Sucarrat, Genaro
5
Timmermann, Allan
5
Ardia, David
4
Bollerslev, Tim
4
Boudt, Kris
4
Chen, Hui
4
Cheng, Tingting
4
Connor, Gregory
4
Corsi, Fulvio
4
Daníelsson, Jón
4
Demetrescu, Matei
4
Goetzmann, William N.
4
Gonzalo, Jesús
4
Hoogerheide, Lennart F.
4
Joslin, Scott
4
Koopman, Siem Jan
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Li, Yingying
4
Pitarakis, Jean-Yves
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Discussion paper / Department of Economics, University of California San Diego
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Annals of economics and finance
1
Decision
1
Economic modelling
1
International review of financial analysis
1
Journal of empirical finance
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ECONIS (ZBW)
13
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1
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13
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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
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:
5
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:
6
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:
7
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
8
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
9
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
10
Detecting sudden changes in the extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
3
,
pp. 44-67
Persistent link: https://www.econbiz.de/10009718085
Saved in:
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