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~accessRights:"free"
~language:"eng"
~person:"Allen, David E."
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Arbeitspapier"
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Time series analysis
Welt
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Allen, David E.
Caporale, Guglielmo Maria
43
McAleer, Michael
36
Gil-Alaña, Luis A.
29
Dreher, Axel
19
Stulz, René M.
19
Voigt, Stefan
16
Aizenman, Joshua
15
Vespignani, Joaquin
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Karolyi, G. Andrew
14
Sercu, Piet
14
Teräsvirta, Timo
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Pesaran, M. Hashem
13
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12
Farzanegan, Mohammad Reza
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Huber, Florian
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Levchenko, Andrei A.
12
Minford, Patrick
12
Chang, Chia-Lin
11
Crespo Cuaresma, Jesús
11
Di Giovanni, Julian
11
Dijk, Dick van
11
Härdle, Wolfgang
11
Reed, W. Robert
11
Dijk, Herman K. van
10
Fagiolo, Giorgio
10
Franses, Philip Hans
10
Ravazzolo, Francesco
10
Stern, Robert Mitchell
10
Davis, E. Philip
9
Hayo, Bernd
9
Kose, M. Ayhan
9
MacDonald, Ronald
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Mohaddes, Kamiar
9
Nielsen, Morten Ørregaard
9
Swinnen, Johan F. M.
9
Doucouliagos, Chris
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8
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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
3
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ECONIS (ZBW)
8
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1
Applications of recursive estimation methods in statistical process control
Peiris, S.
;
Thavaneswaran, A.
;
Allen, David E.
;
Mellor, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791360
Saved in:
2
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
6
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:
7
Generalized moving average models and applications in high frequency data
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792415
Saved in:
8
Some statistical models for durations and their applications in finance
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
Saved in:
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