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~accessRights:"free"
~language:"eng"
~person:"Allen, David E."
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Graue Literatur"
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ARCH-Modell
Estimation
Australia
10
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10
Börsenkurs
6
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6
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5
Risk measure
5
Time series analysis
5
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Graue Literatur
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7
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7
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7
Language
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English
Author
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Allen, David E.
Caporale, Guglielmo Maria
42
McAleer, Michael
34
Gil-Alaña, Luis A.
27
Gupta, Rangan
25
Weber, Enzo
21
Hayo, Bernd
20
Wagner, Joachim
18
Döpke, Jörg
15
Huber, Florian
15
Pierdzioch, Christian
15
Miller, Stephen M.
14
Minford, Patrick
14
Fischer, Manfred M.
13
Härdle, Wolfgang
13
Merkl, Christian
13
Stulz, René M.
13
Chang, Chia-Lin
12
Andreasen, Martin Møller
11
Buch, Claudia M.
11
Theodoridis, Konstantinos
11
Bauer, Thomas K.
10
Salvanes, Kjell G.
10
Stadtmann, Georg
10
Voigt, Stefan
10
Caggiano, Giovanni
9
Czarnitzki, Dirk
9
Fang, Wen-shwo
9
Gottschalk, Jan
9
Kaiser, Ulrich
9
Meenagh, David
9
Pesaran, M. Hashem
9
Peydró, José-Luis
9
Sala, Hector
9
Schneider, Friedrich
9
Sercu, Piet
9
Teräsvirta, Timo
9
Conrad, Christian
8
Dreger, Christian
8
Galí, Jordi
8
Guo, Hui
8
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
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School of Accounting, Finance and Economics & FEMARC working paper series
3
Working paper
3
Econometric Institute research papers
1
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ECONIS (ZBW)
7
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1
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
5
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
Saved in:
6
Performance benchmarking Australian fixed interest funds : some optimal factors
Allen, David E.
(
contributor
);
Soucik, Victor
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770525
Saved in:
7
Performance benchmarking managed funds : Australian fixed interest funds
Soucik, Victor
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730509
Saved in:
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