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~person:"Allen, David E."
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~subject:"Schätztheorie"
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The ultimate trade-off
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ARCH-Modell
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Australia
70
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53
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53
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46
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46
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39
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38
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English
61
Author
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Allen, David E.
McAleer, Michael
28
Singh, Abhay Kumar
17
Powell, Robert
16
Peiris, Shelton
9
Allen, David
7
Lizieri, Colin
6
Satchell, Stephen
6
Kok Haur Ng
4
Chang, Chia-Lin
3
McDonald, Garry A.
3
Pérez Amaral, Teodosio
3
Singh, Abhay K.
3
Allen, Dave E.
2
Chan, Felix
2
Esch, David N.
2
Gao, Jiti
2
Hosseini-Yekani, Seyed-Ali
2
Jeyasreedharan, Nagaratnam
2
Luciano, Elisa
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Sugianto, Richard
2
Wongsaart, Pipat
2
Alles, Lakshman
1
Ang, Sharon
1
Asai, Manabu
1
Chan, Jennifer So-kuen
1
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1
Cruickshank, S. N.
1
Golab, A.
1
Golab, Anna
1
Kooi Huat Ng
1
Kramadibrata, Akhmad R.
1
Lazarov, Zdravetz N.
1
Mellor, Robert
1
Morkel-Kingsbury, Nigel
1
Parwada, Jerry T.
1
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1
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1
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School of Finance and Business Economics <Perth, Western Australia>
3
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1
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School of Accounting, Finance and Economics & FEMARC working paper series
18
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
7
Journal of risk and financial management : JRFM
5
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
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1
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ECONIS (ZBW)
61
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The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000856762
Saved in:
2
Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870670
Saved in:
3
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
);
Steyn, Quinten
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003759980
Saved in:
4
Portfolio investment modeling using high frequency data
Allen, David E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760014
Saved in:
5
A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760016
Saved in:
6
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
(
contributor
);
Gao, Jiti
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760021
Saved in:
7
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
8
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
-
2009
Persistent link: https://www.econbiz.de/10003869587
Saved in:
9
A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat
;
Gao, Jiti
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10003869607
Saved in:
10
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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