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type:"book"
type_genre:"Working Paper"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~person:"Allen, David E."
~person:"Koopman, Siem Jan"
~subject:"Volatility"
~type_genre:"Aufsatzsammlung"
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Allen, David E.
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ECONIS (ZBW)
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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
Saved in:
2
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
3
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
4
The volatility-return relationship : insights from linear and non-linear quantile regressions
Allen, David E.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009712040
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