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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
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Volatility
11
Volatilität
11
Börsenkurs
5
Estimation
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Schätzung
5
Share price
5
Australia
4
Australien
4
ARCH model
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11
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11
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English
11
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Allen, David E.
8
McAleer, Michael
3
Powell, Robert
2
Scharth, Marcel
2
Chandra, M.
1
Cheng, Alexander S.-S.
1
Comerton-Forde, Carole
1
Cruickshank, S. N.
1
Golab, A.
1
Jones, Bradley
1
Kramadibrata, Akhmad R.
1
Lin, Chien-ting
1
Masih, Abdul Mansur M.
1
Shareef, Riaz
1
Singh, Abhay Kumar
1
Yang, Joey W.
1
Yang, Wenling
1
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School of Finance and Business Economics <Perth, Western Australia>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
1
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School of Accounting, Finance and Economics & FEMARC working paper series
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
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167
International Journal of Energy Economics and Policy : IJEEP
166
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164
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ECONIS (ZBW)
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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
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:
6
Modelling international tourism demand and
volatility
in Small Island Tourism Economies
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003220957
Saved in:
7
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:
8
Multivariate GARCH modelling of
volatility
and comovements in Asia Pacific markets
Chandra, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770496
Saved in:
9
Macroeconomic announcements,
volatility
and interrelationships : an examination of the UK bond and stock markets
Jones, Bradley
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565287
Saved in:
10
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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