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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
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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
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Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit; Maheswaran, S. - In: Journal of quantitative economics 15 (2017) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
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Robust volatility estimation with and without the drift parameter
Shaik, Muneer; Maheswaran, S. - In: Journal of quantitative economics 17 (2019) 1, pp. 57-91
Persistent link: https://www.econbiz.de/10012418637