//--> //--> //-->
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:"IIMB management review"
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
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Share price
4
Aktienmarkt
3
Estimation theory
3
India
3
Indien
3
Schätztheorie
3
Stock market
3
Estimation
2
Forecasting model
2
Gold
2
Prognoseverfahren
2
Schätzung
2
Bias-corrected extreme value estimator
1
Brownian motion
1
Capital income
1
Commodity market
1
Energieprognose
1
Energy forecast
1
Energy futures
1
Expected lifetime range ratio
1
Extreme value estimator
1
Forecast evaluation
1
Hedge ratio
1
Hedging
1
Hedging effectiveness
1
IT-ICSS algorithm
1
Indian stock market
1
Kapitaleinkommen
1
Lo and MacKinlay variance ratio statistic
1
Long memory
1
Mean Reversion
1
Mean reversion
1
Mixture of distribution hypothesis
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
8
Author
All
Kumar, Dilip
5
Maheswaran, S.
5
Kayal, Parthajit
1
Shaik, Muneer
1
Viswanathan, Lakshmi
1
Published in...
All
IIMB management review
Theoretical economics letters
12
Decision
8
Economic modelling
6
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)
7
OLC EcoSci
1
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
IIMB management review
24
(
2012
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10009724325
Saved in:
2
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
IIMB management review
24
(
2012
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10010117639
Saved in:
3
Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
Saved in:
4
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
5
A study of excess volatility of gold and silver
Kayal, Parthajit
;
Maheswaran, S.
- In:
IIMB management review
33
(
2021
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10013205212
Saved in:
6
Back to normal? : a study of the behaviour of volatility in the Indian stock market
Viswanathan, Lakshmi
;
Maheswaran, S.
- In:
IIMB management review
31
(
2019
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10012106074
Saved in:
7
A new method based on range to detect mean reversion
Shaik, Muneer
;
Maheswaran, S.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10012489711
Saved in:
8
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->