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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Derivative"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
McAleer, Michael
2
Powell, Robert
2
Scharth, Marcel
2
Chandra, M.
1
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1
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1
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School of Finance and Business Economics <Perth, Western Australia>
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School of Accounting, Finance and Economics & FEMARC working paper series
Department of Economics working paper series
40
The North American journal of economics and finance : a journal of financial economics studies
13
Discussion paper / Tinbergen Institute
11
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7
Energy economics
7
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7
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7
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International journal of finance & economics : IJFE
3
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3
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3
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3
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3
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3
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1
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
Volatility
and correlations for stock markets in the emerging economies
Allen, David E.
;
Golab, A.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008666976
Saved in:
3
Pricing options by simulation using realized
volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
4
Realized
volatility
uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
5
The
volatility
-return relationship : insights from linear and non-linear quantile regressions
Allen, David E.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009712040
Saved in:
6
Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
Saved in:
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