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Volatilität
Volatility
57
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35
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31
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31
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27
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27
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Kumar, Dilip
45
Maheswaran, S.
24
Zargar, Faisal Nazir
5
Shaik, Muneer
4
Maheswaran, Srinivasan
3
Balasubramanian, G.
2
Kayal, Parthajit
2
Padmakumari, Lakshmi
2
Yoonus, C. A.
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IIMB management review
6
Theoretical economics letters
6
Economic modelling
4
Journal of emerging market finance
4
Journal of quantitative economics
4
Decision
3
Global business review
3
International review of economics & finance : IREF
3
The journal of prediction markets
3
American journal of finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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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:
2
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:
3
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:
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/10009730777
Saved in:
5
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:
6
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
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:
8
Correlation transmission between crude oil and Indian markets
Kumar, Dilip
;
Maheswaran, S.
- In:
South Asian journal of global business research : …
2
(
2013
)
2
,
pp. 211-229
Persistent link: https://www.econbiz.de/10010126217
Saved in:
9
Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip
;
Maheswaran, S.
- In:
Review of accounting & finance
12
(
2013
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
Saved in:
10
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:
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