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~isPartOf:"Applied economics letters"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~subject:"Australien"
~subject:"Share price"
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McAleer, Michael
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003805629
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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
; …
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2007
Persistent link: https://www.econbiz.de/10003477122
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3
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009711717
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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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