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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:"Volatility"
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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
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
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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
; …
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2007
Persistent link: https://www.econbiz.de/10003477122
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