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'Choosing Factors' by Fama and...
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Volatility
305
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302
Theorie
254
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254
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220
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220
Estimation
188
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187
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79
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75
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75
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69
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69
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68
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68
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66
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McAleer, Michael
1,044
Chang, Chia-Lin
309
Allen, David E.
298
Asai, Manabu
69
Singh, Abhay Kumar
66
Wong, Wing Keung
54
Powell, Robert
51
Caporin, Massimiliano
44
Oxley, Les
42
Pérez Amaral, Teodosio
35
Franses, Philip Hans
28
Medeiros, Marcelo C.
26
Peiris, Shelton
26
Hammoudeh, Shawkat
24
McKenzie, Colin
24
Chan, Felix
22
Powell, Robert J.
22
Hoti, Suhejla
21
Jiménez-Martín, Juan-Ángel
21
Ling, Shiqing
21
Chen, Chi-chung
19
Bai, Jun
15
Jakeman, Anthony J.
15
Khamkaew, Thanchanok
15
Tansuchat, Roengchai
15
Fisher, Gordon
13
Maasoumi, Esfandiar
13
Wong, Wing-Keung
13
Duc Hong Vo
12
Roengchai Tansuchat
12
Shareef, Riaz
12
Hooi Hooi Lean
11
Lan Fen Chu
11
Lim, Christine
11
Morkel-Kingsbury, Nigel
11
Slottje, Daniel Jonathan
11
Smith, Jeremy
11
Bian, Guorui
10
Hsu, Shu-Han
10
Jimenez-Martin, Juan-Angel
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University of Canterbury / Dept. of Economics and Finance
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School of Finance and Business Economics <Perth, Western Australia>
15
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Western Australia / Department of Economics
11
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9
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
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1
Edward Elgar Publishing
1
Impact Project, Industries Assistance Commission
1
Managing foreign exchange risk. Cambridge 1983
1
Managing international risk. Cambridge 1983
1
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1
World Scientific Publishing Co. Pte. Ltd.
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78
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38
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30
Journal of economic surveys
27
Journal of risk and financial management : JRFM
24
Econometric reviews
22
Journal of econometrics
22
Annals of financial economics
20
Applied economics
18
Discussion paper / Institute of Social and Economic Research
13
Working paper series / School of Economics and Finance, Curtin University of Technology
13
Applied financial economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Risks : open access journal
9
Economics letters
8
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
8
Energy economics
7
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Institute of Social and Economic Research
6
Econometric theory
6
Econometrics : open access journal
6
International journal of forecasting
6
Discussion paper
5
Journal of forecasting
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Contributions to economic analysis
4
Managerial finance
4
School of Finance and Business Economics working paper series
4
The review of economics and statistics
4
Tourism management : research, policies, practice
4
Advances in Pacific Basin financial markets
3
Applied economics letters
3
Australian journal of management
3
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ECONIS (ZBW)
RePEc
962
EconStor
183
OLC EcoSci
140
Other ZBW resources
6
USB Cologne (EcoSocSci)
4
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1
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
2
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:
3
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:
4
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
5
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:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
8
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
9
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
10
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
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