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~language:"eng"
~person:"Allen, David E."
~subject:"Risikoprämie"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Risikoprämie
Time series analysis
Australia
26
Australien
26
Börsenkurs
11
Share price
11
Großbritannien
9
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9
Volatility
8
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Non-commercial literature
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Allen, David E.
Caporale, Guglielmo Maria
32
McAleer, Michael
29
Gil-Alaña, Luis A.
26
Teräsvirta, Timo
14
Croux, Christophe
12
Härdle, Wolfgang
10
Koop, Gary
9
Nielsen, Morten Ørregaard
9
Aase, Knut K.
8
Benati, Luca
8
Chang, Chia-Lin
8
Pettenuzzo, Davide
8
Dijk, Dick van
7
Dijk, Herman K. van
7
Hautsch, Nikolaus
7
Phillips, Peter C. B.
7
Piger, Jeremy Max
7
Rossi, Barbara
7
Souza, Thiago de Oliveira
7
Weber, Enzo
7
Bauwens, Luc
6
Caporin, Massimiliano
6
Franses, Philip Hans
6
Marcellino, Massimiliano
6
Oxley, Les
6
Rombouts, Jeroen V. K.
6
Smeekes, Stephan
6
Urbain, Jean-Pierre
6
Andreasen, Martin Møller
5
Ergemen, Yunus Emre
5
Gelper, Sarah
5
Grassi, Stefano
5
Gupta, Rangan
5
Haldrup, Niels
5
He, Changli
5
Hecq, Alain W. J.
5
Johansen, Søren
5
Kang, Jian
5
Kontonikas, Alexandros
5
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
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
Econometric Institute research papers
2
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1
Working paper
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
Working paper series / School of Economics and Finance, Curtin University of Technology
1
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ECONIS (ZBW)
9
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1
Applications of recursive estimation methods in statistical process control
Peiris, S.
;
Thavaneswaran, A.
;
Allen, David E.
;
Mellor, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791360
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
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
4
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:
5
Forecasting the equity premium in the Australian market
Allen, David E.
(
contributor
);
De Mello, Lurion
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002254341
Saved in:
6
Generalized moving average models and applications in high frequency data
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792415
Saved in:
7
Normal backwardation on the Sydney futures exchange : how normal is the SFE?
Allen, David E.
;
Souness, N.
-
1997
Persistent link: https://www.econbiz.de/10000993022
Saved in:
8
Some statistical models for durations and their applications in finance
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
Saved in:
9
The winner-loser hypothesis : some further Australian evidence
Allen, David E.
;
Prince, Robert
-
1994
Persistent link: https://www.econbiz.de/10000893618
Saved in:
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