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~isPartOf:"Econometric reviews"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Nichtparametrisches Verfahren"
~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.
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Steyn, Quinten
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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.
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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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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
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Gao, Jiti
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760021
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Realized volatility uncertainty
Allen, David E.
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contributor
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McAleer, Michael
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contributor
)
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2008
Persistent link: https://www.econbiz.de/10003760022
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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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7
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
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2009
Persistent link: https://www.econbiz.de/10003869587
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat
;
Gao, Jiti
;
Allen, David E.
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2009
Persistent link: https://www.econbiz.de/10003869607
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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
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
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Industry market value at risk in Australia
Allen, David E.
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contributor
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Powell, Robert
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2007
Persistent link: https://www.econbiz.de/10003477132
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