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~person:"Allen, David E."
~subject:"ARCH-Modell"
~subject:"Volatility"
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ARCH-Modell
Volatility
Börsenkurs
69
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65
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27
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23
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22
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17
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Allen, David E.
Gupta, Rangan
102
McAleer, Michael
58
Caporale, Guglielmo Maria
57
Ma, Feng
39
Bouri, Elie
34
Lux, Thomas
34
Bloom, Nicholas
33
Bollerslev, Tim
32
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32
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32
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28
Ryu, Doojin
28
Chiang, Thomas C.
25
Wohar, Mark E.
25
Corbet, Shaen
24
Lettau, Martin
24
Salisu, Afees A.
24
Bansal, Ravi
23
Demirer, Rıza
23
Andersen, Torben
22
Bekaert, Geert
22
Molnár, Peter
21
Stulz, René M.
21
Todorov, Viktor
21
Ang, Andrew
20
Balcilar, Mehmet
20
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20
Davis, Steven J.
20
Engle, Robert F.
20
Kang, Wensheng
20
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20
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19
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19
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19
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19
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19
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19
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19
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18
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ECONIS (ZBW)
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11
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
12
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
13
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
14
Volatility and spillover effects of Central and Eastern Europe : impact of EU enlargement
Golab, A.
;
Allen, David E.
;
Powell, Robert
;
Yap, G.
- In:
Emerging markets and the global economy
,
(pp. 449-482)
.
2014
Persistent link: https://www.econbiz.de/10010434635
Saved in:
15
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:
16
The volatility-return relationship : insights from linear and non-linear quantile regressions
Allen, David E.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009712040
Saved in:
17
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:
18
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:
19
Dividend policy and stock price volatility : Australian evidence
Allen, Dave E.
-
1993
Persistent link: https://www.econbiz.de/10000864677
Saved in:
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