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~accessRights:"free"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~subject:"Schätztheorie"
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Allen, David E.
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ECONIS (ZBW)
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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.
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contributor
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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.
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760016
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The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
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contributor
);
Gao, Jiti
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760021
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5
Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng
;
Allen, David E.
;
Peiris, Shelton
-
2009
Persistent link: https://www.econbiz.de/10003869587
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6
A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat
;
Gao, Jiti
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10003869607
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7
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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8
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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9
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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10
Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Joey …
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2008
Persistent link: https://www.econbiz.de/10003959771
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