//--> //--> //--> //-->
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
~subject:"Zeitreihenanalyse"
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
Economic policy uncertainty ve...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatility
44
Volatilität
44
ARCH model
32
ARCH-Modell
32
Capital income
24
Estimation
24
Kapitaleinkommen
24
Schätzung
24
Estimation theory
17
India
17
Schätztheorie
17
Forecasting model
16
Indien
16
Prognoseverfahren
16
Aktienmarkt
15
Stock market
15
Börsenkurs
13
Share price
13
Time series analysis
13
Welt
11
World
11
Spillover effect
10
Spillover-Effekt
10
Forecast evaluation
9
Theorie
9
Theory
9
Oil price
8
Risikomaß
8
Risk measure
8
Structural break
8
Strukturbruch
8
Volatility modeling
8
Ölpreis
8
Asia
7
Asien
7
Ausreißer
7
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Outliers
7
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Kumar, Dilip
13
Maheswaran, S.
6
Zargar, Faisal Nazir
1
Published in...
All
Economic modelling
2
Decision
1
IIMB management review
1
International journal of emerging markets
1
International review of economics & finance : IREF
1
Macroeconomics and finance in emerging market economies
1
Paradigm : the journal of Institute of Management Technology
1
Research in international business and finance
1
Review of accounting & finance
1
Studies in economics and finance
1
The journal of prediction markets
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-range dependence in Indian stock market : a study of Indian sectoral indices
Kumar, Dilip
- In:
International journal of emerging markets
9
(
2014
)
4
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011336733
Saved in:
2
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
3
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:
4
Are PIIGS stock markets efficient?
Kumar, Dilip
- In:
Studies in economics and finance
30
(
2013
)
3
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
Saved in:
5
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
6
On detecting sudden changes in the unconditional volatility of a time series
Kumar, Dilip
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 256-261
Persistent link: https://www.econbiz.de/10011545581
Saved in:
7
Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Research in international business and finance
47
(
2019
),
pp. 344-353
Persistent link: https://www.econbiz.de/10012135746
Saved in:
8
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:
9
Volatility persistence in the presence of structural breaks in the Indian banking sector
Kumar, Dilip
;
Maheswaran, S.
- In:
Paradigm : the journal of Institute of Management Technology
15
(
2011
)
1/2
,
pp. 8-17
Persistent link: https://www.econbiz.de/10011758435
Saved in:
10
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->