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Using extreme value theory to...
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Gray, Philip
22
Chan, Kam Fong
5
Kalotay, Egon
3
Gray, Stephen
2
van Campen, Bart
2
Alcock, Jamie
1
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1
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1
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1
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1
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1
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1
Edwards, Shane
1
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1
Faff, Robert
1
Fong Chan, Kam
1
Gaunt, Clive
1
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1
Gray, Stephen F.
1
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1
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
5
Journal of banking & finance
4
Australian journal of management
3
International journal of forecasting
3
Interacting with computers : the interdisciplinary journal of human-computer interaction
2
Journal of business finance & accounting : JBFA
2
The journal of futures markets
2
Financial markets, institutions & instruments
1
Pacific-Basin finance journal
1
Revista de análisis económico
1
The economic record : er
1
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OLC EcoSci
ECONIS (ZBW)
67
RePEc
36
BASE
4
Other ZBW resources
4
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1
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Fong Chan, Kam
;
Gray, Philip
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10007260352
Saved in:
2
A new approach to characterizing and forecasting electricity price volatility
Chan, Kam Fong
;
Gray, Philip
;
van Campen, Bart
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 728-743
Persistent link: https://www.econbiz.de/10008143081
Saved in:
3
A new approach to characterizing and forecasting electricity price volatility
Chan, Kam Fong
;
Gray, Philip
;
van Campen, Bart
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 728-744
Persistent link: https://www.econbiz.de/10008897456
Saved in:
4
Forecasting Stock Returns Using Model-Selection Criteria link rid="fn1">*
Alcock, Jamie
;
Gray, Philip
- In:
The economic record : er
81
(
2005
)
253
,
pp. 135-151
Persistent link: https://www.econbiz.de/10005881056
Saved in:
5
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert
;
Gray, Philip
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10007302467
Saved in:
6
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10006810000
Saved in:
7
Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia
Gray, Philip
;
Koh, Ping-Sheng
;
Tong, Yenh
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10008180194
Saved in:
8
The relationship between asset growth and the cross-section of stock returns
Gray, Philip
;
Johnson, Jessica
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 670-681
Persistent link: https://www.econbiz.de/10008787027
Saved in:
9
Canonical valuation and hedging of index options
Gray, Philip
;
Edwards, Shane
;
Kalotay, Egon
- In:
The journal of futures markets
27
(
2007
)
8
,
pp. 771-790
Persistent link: https://www.econbiz.de/10007748537
Saved in:
10
Private participation in infrastructure : considerations for Columbia
Gernsdorff, Hermann von
;
Gray, Philip
- In:
Revista de análisis económico
13
(
1998
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10009943845
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