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~person:"Kooi Huat Ng"
~person:"McDonald, Garry A."
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Portfolio-Management"
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Kooi Huat Ng
McDonald, Garry A.
Allen, David E.
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ECONIS (ZBW)
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The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E.
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1993
Persistent link: https://www.econbiz.de/10000856762
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2
The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E.
- In:
Applied financial economics
5
(
1995
)
1
,
pp. 33-42
Persistent link: https://www.econbiz.de/10001177192
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3
The relationship between stock prices and dividends : evidence from the Australian stock market
Allen, David E.
;
McDonald, Garry A.
-
1996
Persistent link: https://www.econbiz.de/10000996574
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4
Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
Allen, David E.
;
McDonald, Garry A.
;
Walsh, D.
;
Walsh, K.
- In:
Financial risk and financial risk management
,
(pp. 189-214)
.
2002
Persistent link: https://www.econbiz.de/10001755643
Saved in:
5
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
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