//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Working Papers in Economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A multi-criteria portfolio ana...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Australia
31
Australien
31
Börsenkurs
21
Share price
21
Estimation
20
Schätzung
19
Eigenfactor
16
Volatility
15
Research assessment measures
14
Article Influence
13
C3PO
12
Credit risk
12
PI-BETA
12
Risikomaß
12
Risk measure
12
h-index
12
IFI
11
Kreditrisiko
11
STAR
11
Financial crisis
9
Finanzkrise
9
Volatilität
9
asymmetry
9
Capital income
8
Kapitaleinkommen
8
USA
8
United States
8
Estimation theory
7
Impact factor
7
Portfolio selection
7
Portfolio-Management
7
Schätztheorie
7
Theorie
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
leverage
7
Aktienmarkt
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
more ...
less ...
Online availability
All
Free
62
Type of publication
All
Book / Working Paper
200
Type of publication (narrower categories)
All
Arbeitspapier
78
Working Paper
78
Graue Literatur
75
Non-commercial literature
75
Language
All
English
143
Undetermined
57
Author
All
McAleer, Michael
136
Allen, David E.
81
Chang, Chia-Lin
56
Powell, Robert
18
Caporin, Massimiliano
11
Oxley, Les
11
Singh, Abhay Kumar
11
Franses, Philip Hans
9
Hammoudeh, Shawkat
7
Jiménez-Martín, Juan-Ángel
7
Peiris, Shelton
7
Asai, Manabu
6
Chen, Chi-Chung
6
Tansuchat, Roengchai
6
Wong, Wing-Keung
6
Singh, Abhay K.
5
Hsu, Hui-Kuang
4
Khamkaew, Thanchanok
4
Kramadibrata, Akhmad R.
4
Lean, Hooi Hooi
4
Medeiros, Marcelo C.
4
Morkel-Kingsbury, Nigel
4
Pérez-Amaral, Teodosio
4
Scharth, Marcel
4
Shareef, Riaz
4
Soucik, Victor
4
Yang, Wenling
4
Amaral, Teodosio Pérez
3
Boffey, R. R.
3
Chan, Felix
3
Chen, Ping-Yu
3
Cruickshank, S.
3
Allen, David
2
Bian, Guorui
2
Chu, Lan-Fen
2
Gao, Jiti
2
Hafner, Christian M.
2
Hosseini-Yekani, Seyed-Ali
2
Hoti, Suhejla
2
Imbarine Bujang
2
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
122
School of Finance and Business Economics <Perth, Western Australia>
15
School of Accounting, Finance and Economics <Perth, Western Australia>
9
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
Working Papers in Economics
Econometric Institute research papers
238
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
130
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
94
Management accounting
87
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Mathematics and Computers in Simulation (MATCOM)
63
Journal of economic surveys
58
Journal of econometrics
41
Working papers in economics and econometrics
39
Journal of Economic Surveys
38
Econometric reviews
35
CARF F-Series
33
Applied economics
30
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
ISER Discussion Paper
29
Journal of risk and financial management : JRFM
24
Annals of financial economics
21
Working papers / School of Business, Edith Cowan University
18
Applied financial economics
16
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Journal of Common Market Studies
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper series / School of Economics and Finance, Curtin University of Technology
14
Discussion paper / Institute of Social and Economic Research
13
Energy economics
13
Australian National University - Department of Economics
12
Econometric Reviews
12
Journal of common market studies : JCMS
12
Tourism management : research, policies, practice
12
Econometric theory
11
International journal of forecasting
11
more ...
less ...
Source
All
RePEc
122
ECONIS (ZBW)
78
Showing
1
-
10
of
200
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009772595
Saved in:
2
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
3
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009711719
Saved in:
4
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
5
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
6
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
7
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
Saved in:
8
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->