//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Ausreißer"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Ausreißer
12
Outliers
12
Estimation theory
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
Volatilität
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Risikomaß
6
Risk measure
6
Schätzung
6
Forecasting model
4
Prognoseverfahren
4
Risikomanagement
4
Risk management
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Bias
3
Extreme value volatility estimator
3
Multivariate Verteilung
3
Multivariate distribution
3
Systematischer Fehler
3
Value-at-risk
3
Asymmetry
2
Bias corrected extreme value estimator
2
Copula
2
Forecast evaluation
2
Induktive Statistik
2
Measurement
2
Messung
2
Regression analysis
2
Regressionsanalyse
2
Statistical inference
2
Structural break
2
Structural breaks
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Hou, Yanxi
Kumar, Dilip
Allen, David E.
4
Herrera, Rodrigo
4
Acemoglu, Daron
3
Chang, Chia-Lin
3
Clements, Adam
3
Corsetti, Giancarlo
3
Lombardo, Giovanni
3
Maheswaran, S.
3
McAleer, Michael
3
Ozdaglar, Asuman E.
3
Pérez Amaral, Teodosio
3
Tahbaz-Salehi, Alireza
3
Trapin, Luca
3
Bee, Marco
2
Cotter, John
2
Daníelsson, Jón
2
Fabozzi, Frank J.
2
Geraci, Marco Valerio
2
Ghorbel, Ahmed
2
Horváth, Roman
2
James, Robert
2
Kayal, Parthajit
2
Kim, Jihyun
2
Leung, Henry
2
Leung, Jessica Wai Yin
2
Lipinska, Anna
2
Makatjane, Katleho
2
Markose, Sheri M.
2
Meddahi, Nour
2
Moroke, Ntebogang Dinah
2
Prokhorov, Artem
2
Stoyanov, Stoyan V.
2
Veredas, David
2
Vries, Casper G. de
2
Wu, Chih-Chiang
2
Zhang, Zhengjun
2
Šopov, Boril
2
Aboura, Sofiane
1
Alentorn, Amadeo
1
more ...
less ...
Published in...
All
Journal of quantitative economics
2
Economic modelling
1
International review of financial analysis
1
Studies in economics and finance
1
The journal of prediction markets
1
Theoretical economics letters
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
3
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:
4
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:
5
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
6
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:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->