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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
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Portfolio investment modeling using high frequency data
Allen, David E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760014
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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
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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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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Volatility and correlations for stock markets in the emerging economies
Allen, David E.; Golab, A.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008666976
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Minimizing loss at times of financial crisis : Quantile Regression as a tool for portfolio investment decisions
Allen, David E.; Singh, Abhay Kumar - 2009
Persistent link: https://www.econbiz.de/10008667281
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Joey … - 2008
Persistent link: https://www.econbiz.de/10003959771
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589