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~language:"eng"
~person:"Allen, David E."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Share price"
~type_genre:"Graue Literatur"
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ARCH-Modell
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Allen, David E.
McAleer, Michael
59
Caporale, Guglielmo Maria
54
Gil-Alaña, Luis A.
32
Gupta, Rangan
32
Stulz, René M.
29
Hayo, Bernd
25
Chang, Chia-Lin
24
Weber, Enzo
24
Wagner, Joachim
22
Salvanes, Kjell G.
19
Härdle, Wolfgang
18
Pierdzioch, Christian
18
Döpke, Jörg
17
Huber, Florian
17
Miller, Stephen M.
16
Galí, Jordi
15
Fritsch, Michael
14
Minford, Patrick
14
Theodoridis, Konstantinos
14
Benati, Luca
13
Fischer, Manfred M.
13
Merkl, Christian
13
Pesaran, M. Hashem
13
Stadtmann, Georg
13
Adam, Klaus
12
Bauer, Thomas K.
12
Guo, Hui
12
Sercu, Piet
12
Andreasen, Martin Møller
11
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11
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11
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11
Hou, Kewei
11
Kaiser, Ulrich
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11
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10
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10
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10
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5
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9
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ECONIS (ZBW)
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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
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:
3
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:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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:
7
Time-series analysis of the stock prices and accounting earnings dynamics
Yang, Wenling
(
contributor
);
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001491197
Saved in:
8
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:
9
Backward to the future : a test of three futures markets
Allen, David E.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488573
Saved in:
10
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:
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