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~language:"eng"
~person:"Allen, David E."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type:"book"
~type_genre:"Graue Literatur"
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ARCH-Modell
Estimation
Australia
26
Australien
26
Börsenkurs
11
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11
Großbritannien
9
United Kingdom
9
Volatility
8
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8
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5
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4
Aktienmarkt
4
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Graue Literatur
Arbeitspapier
9
Non-commercial literature
9
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9
Language
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English
Author
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Allen, David E.
McAleer, Michael
54
Caporale, Guglielmo Maria
42
Gil-Alaña, Luis A.
27
Gupta, Rangan
26
Chang, Chia-Lin
22
Wagner, Joachim
22
Weber, Enzo
22
Hayo, Bernd
20
Salvanes, Kjell G.
19
Döpke, Jörg
17
Huber, Florian
16
Pierdzioch, Christian
16
Stulz, René M.
16
Fritsch, Michael
14
Miller, Stephen M.
14
Minford, Patrick
14
Theodoridis, Konstantinos
14
Benati, Luca
13
Fischer, Manfred M.
13
Härdle, Wolfgang
13
Merkl, Christian
13
Bauer, Thomas K.
12
Galí, Jordi
12
Pesaran, M. Hashem
12
Andreasen, Martin Møller
11
Buch, Claudia M.
11
Görg, Holger
11
Kaiser, Ulrich
11
Rossi, Barbara
11
Bandick, Roger
10
Caporin, Massimiliano
10
Gottschalk, Jan
10
Massa, Massimo
10
Mumtaz, Haroon
10
Peydró, José-Luis
10
Sala, Hector
10
Stadtmann, Georg
10
Voigt, Stefan
10
Caggiano, Giovanni
9
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
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School of Accounting, Finance and Economics & FEMARC working paper series
4
Working paper
3
Econometric Institute research papers
1
School of Finance and Business Economics working paper series
1
Source
All
ECONIS (ZBW)
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1
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:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
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:
5
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:
6
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:
7
Performance benchmarking Australian fixed interest funds : some optimal factors
Allen, David E.
(
contributor
);
Soucik, Victor
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770525
Saved in:
8
A model of the speed of Australian interest rate adjustment using a time-series approach
Allen, David E.
;
Morkel-Kingsbury, Nigel
-
1998
Persistent link: https://www.econbiz.de/10000993000
Saved in:
9
Performance benchmarking managed funds : Australian fixed interest funds
Soucik, Victor
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730509
Saved in:
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