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~isPartOf:"Applied economics letters"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Australien"
~subject:"Forecasting model"
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The ultimate trade-off
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Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003760022
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2
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003805629
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3
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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4
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009711719
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5
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
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