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~isPartOf:"Econometric Institute research papers"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
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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
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Steyn, Quinten
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003759980
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Portfolio investment modeling using high frequency data
Allen, David E.
(
contributor
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2008
Persistent link: https://www.econbiz.de/10003760014
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3
A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760016
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4
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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5
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
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6
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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7
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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8
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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9
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
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10
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
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