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Allen, David E.
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Masih, Abdul Mansur M.
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Masih, Rumi
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Singh, Abhay Kumar
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Lin, Chien-ting
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Ho, Chia-cheng
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ECONIS (ZBW)
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Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
Saved in:
2
Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E.
(
contributor
);
Yang, Joey W.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760003
Saved in:
3
Portfolio investment modeling using high frequency data
Allen, David E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760014
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4
A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760016
Saved in:
5
Retirement savings investment strategy : member choices and performance
Gerrans, Paul
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760017
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6
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
(
contributor
);
Gao, Jiti
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760021
Saved in:
7
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
8
Is the Australian Forex market efficient? : a test of the forward rate unbiasness hypothesis
Allen, David E.
(
contributor
);
Taco, Paul
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003759978
Saved in:
9
Hedging with interest rate caps compared with a policy of maintaining a balanced portfolio of loans (PLA) and averaging the borrowing costs
Allen, David E.
(
contributor
);
Steyn, Quinten
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003759980
Saved in:
10
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
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