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~language:"eng"
~language:"slv"
~person:"Allen, David E."
~subject:"Risikomanagement"
~subject:"Volatilität"
~type_genre:"Lehrbuch"
~type_genre:"Non-commercial literature"
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Risikomanagement
Volatilität
Australia
26
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26
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11
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11
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9
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9
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Allen, David E.
McAleer, Michael
56
Caporale, Guglielmo Maria
21
Gupta, Rangan
21
Chang, Chia-Lin
17
Pierdzioch, Christian
15
Broll, Udo
12
Chiarella, Carl
12
Gannon, Gerard L.
12
Spagnolo, Nicola
11
Stulz, René M.
11
Fernández-Villaverde, Jesús
10
Härdle, Wolfgang
10
Zanetti, Francesco
10
Guo, Hui
9
Golnaraghi, Maryam
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Pelizzon, Loriana
8
Weber, Enzo
8
Asai, Manabu
7
Buch, Claudia M.
7
Caballero, Ricardo J.
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Yu, Yang
7
Ҫepni, Oğuzhan
7
Alòs, Elisa
6
Andersen, Torben
6
Billio, Monica
6
Bonato, Matteo
6
Caporin, Massimiliano
6
Diebold, Francis X.
6
Gil-Alaña, Luis A.
6
Karolyi, G. Andrew
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Pesaran, M. Hashem
6
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School of Finance and Business Economics <Perth, Western Australia>
2
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5
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4
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1
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ECONIS (ZBW)
10
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1
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:
2
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
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
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:
6
Variation of share prices due to fundamental and non-fundamental innovations
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488570
Saved in:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
8
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:
9
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:
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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