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~language:"eng"
~person:"Allen, David E."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"United Kingdom"
~type_genre:"Graue Literatur"
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ARCH-Modell
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26
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Allen, David E.
McAleer, Michael
54
Caporale, Guglielmo Maria
46
Minford, Patrick
30
Gil-Alaña, Luis A.
29
Gupta, Rangan
28
Hayo, Bernd
26
Wagner, Joachim
23
Chang, Chia-Lin
22
Weber, Enzo
22
Görg, Holger
21
Salvanes, Kjell G.
20
Benati, Luca
17
Döpke, Jörg
17
Huber, Florian
17
Hart, Robert A.
16
Meenagh, David
16
Pierdzioch, Christian
16
Stulz, René M.
16
Van Reenen, John
16
Fritsch, Michael
14
Miller, Stephen M.
14
Theodoridis, Konstantinos
14
Buch, Claudia M.
13
Fischer, Manfred M.
13
Härdle, Wolfgang
13
Merkl, Christian
13
Pesaran, M. Hashem
13
Bauer, Thomas K.
12
Galí, Jordi
12
Andreasen, Martin Møller
11
Kaiser, Ulrich
11
Rossi, Barbara
11
Woitek, Ulrich
11
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10
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10
Caggiano, Giovanni
10
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10
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10
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School of Finance and Business Economics <Perth, Western Australia>
5
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8
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3
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3
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1
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
7
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
(
contributor
);
Manzur, Meher
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455883
Saved in:
8
A test of the persistence in the performance of UK managed investment funds
Allen, David E.
(
contributor
);
Tan, M. L.
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456442
Saved in:
9
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:
10
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:
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