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~accessRights:"free"
~language:"eng"
~person:"Allen, David E."
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~subject:"Share price"
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Kapitaleinkommen
Risk measure
Share price
Australia
10
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Time series analysis
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Volatility
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English
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Allen, David E.
McAleer, Michael
28
Caporale, Guglielmo Maria
27
Stulz, René M.
20
Gupta, Rangan
17
Hou, Kewei
14
Härdle, Wolfgang
14
Diebold, Francis X.
12
Guo, Hui
12
Gil-Alaña, Luis A.
11
Sercu, Piet
11
Guidolin, Massimo
10
Cepni, Oguzhan
8
Chang, Chia-Lin
8
Kang, Wensheng
8
Lee, Jung Wan
8
Vespignani, Joaquin
8
Weber, Enzo
8
Birru, Justin
7
Chiarella, Carl
7
Hautsch, Nikolaus
7
Hayo, Bernd
7
Karolyi, G. Andrew
7
Krippner, Leo
7
Pierdzioch, Christian
7
Spagnolo, Nicola
7
Wong, Woon K.
7
Ben-David, Itzhak
6
Caporin, Massimiliano
6
Christiansen, Charlotte
6
Hirshleifer, David
6
Jiménez-Martín, Juan-Ángel
6
Miller, Stephen M.
6
Neuenkirch, Matthias
6
Pérez Amaral, Teodosio
6
Ratti, Ronald A.
6
Souza, Thiago de Oliveira
6
Theissen, Erik
6
Anderson, Warwick
5
Betzer, André
5
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
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School of Accounting, Finance and Economics & FEMARC working paper series
5
Working paper
5
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ECONIS (ZBW)
10
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
What moves stock markets? : Evidence that UK stock prices deviate from fundamentals
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565300
Saved in:
4
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:
5
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
7
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:
8
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:
9
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:
10
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders
Allen, David E.
;
Cheng, Alexander S.-S.
; …
-
2007
Persistent link: https://www.econbiz.de/10003414338
Saved in:
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