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Pricing options by simulation using realized volatility
Allen, David E.
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McAleer, Michael
;
Scharth, Marcel
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2009
Persistent link: https://www.econbiz.de/10003869596
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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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3
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009772595
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4
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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5
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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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
Managing value-at-risk in daily tourist tax revenue for the Maldives
McAleer, Michael
(
contributor
);
Shareef, Riaz
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003220931
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Modelling international tourism and country risk spillovers for Cyprus and Malta
Hoti, Suhejla
(
contributor
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McAleer, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220946
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Modelling international tourism demand and volatility in Small Island Tourism Economies
Shareef, Riaz
(
contributor
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McAleer, Michael
(
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2005
Persistent link: https://www.econbiz.de/10003220957
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Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003129624
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