//--> //--> //-->
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
~isPartOf:"Economic modelling"
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
Return, volatility and risk sp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
4
Schätztheorie
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Share price
3
Bias
2
Bias correction
2
Estimation
2
Random Walk
2
Random walk
2
Random walk effect
2
Rogers and Satchell estimator
2
Schätzung
2
Systematischer Fehler
2
Time series analysis
2
Volatility estimation
2
Zeitreihenanalyse
2
Ausreißer
1
Binomial Markov Random Walk (BMRW) model
1
CARRS model
1
Capital income
1
Extreme values
1
Forecast evaluation
1
Forecasting model
1
GARCH model
1
IT ICSS algorithm
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Outliers
1
Prognoseverfahren
1
Regime shifts
1
Simulation
1
Volatility modeling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Undetermined
2
Author
All
Kumar, Dilip
6
Maheswaran, S.
5
Published in...
All
Economic modelling
Theoretical economics letters
12
Decision
8
IIMB management review
8
Journal of emerging market finance
6
Global business review
4
Journal of quantitative economics
4
Studies in Economics and Finance
4
Tourism economics : the business and finance of tourism and recreation
4
American journal of finance and accounting
3
Economic Modelling
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International review of economics & finance : IREF
3
Studies in economics and finance
3
The journal of prediction markets
3
American Journal of Finance and Accounting
2
Cogent Economics & Finance
2
Cogent economics & finance
2
International Journal of Asian Business and Information Management (IJABIM)
2
International business and economics research journal
2
International journal of emerging markets
2
Review of Accounting and Finance
2
Review of accounting & finance
2
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Cowles Foundation Discussion Papers
1
Cowles Foundation discussion paper
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial markets and portfolio management
1
Global Business Review
1
International Journal of Emerging Markets
1
International Review of Economics & Finance
1
International Review of Financial Analysis
1
International journal of accounting and finance
1
International journal of economics and finance
1
International journal of financial engineering
1
International review of financial analysis
1
Journal of Contemporary Issues in Business and Government
1
Journal of Emerging Market Finance
1
Journal of Financial Reporting and Accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
OLC EcoSci
2
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
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/10010088124
Saved in:
5
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/10010161443
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->