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subject:"Share price"
subject:"Stock index"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~person:"Nartea, Gilbert V."
~person:"Singh, Abhay Kumar"
~subject:"Australia"
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Share price
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McAleer, Michael
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Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
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2011
Persistent link: https://www.econbiz.de/10009410470
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2
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
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3
CAViaR and the Australian stock markets : an appetiser
Allen, David E.
;
Singh, Abhay Kumar
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2010
Persistent link: https://www.econbiz.de/10008760322
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4
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
5
The size and book-to-market effects and the Fama-French three-factor model in small markets : preliminary findings from New Zealand
Djajadikerta, Hadrian
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220907
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