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Alcock, Jamie
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
The journal of futures markets
2
Finance research letters
1
Journal of banking & finance
1
The economic record : er
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The journal of real estate finance and economics
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Simulated testing of nonparametric measure changes for hedging European options
Smith, Godfrey
- In:
Finance research letters
10
(
2013
)
2
,
pp. 93-101
Persistent link: https://www.econbiz.de/10010133813
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2
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
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3
Empirical tests of canonical nonparametric American option-pricing methods
Alcock, Jamie
;
Auerswald, Diana
- In:
The journal of futures markets
30
(
2010
)
6
,
pp. 509-533
Persistent link: https://www.econbiz.de/10008400575
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4
The determinants of debt maturity in Australian firms
Alcock, Jamie
;
Finn, Frank
;
Tan, Kelvin Jui Keng
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
2
,
pp. 313-342
Persistent link: https://www.econbiz.de/10009963541
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5
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10010132122
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6
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence
Alcock, Jamie
;
Glascock, John
;
Steiner, Eva
- In:
The journal of real estate finance and economics
47
(
2013
)
3
,
pp. 434-465
Persistent link: https://www.econbiz.de/10010181164
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7
Nonparametric American option pricing
Alcock, Jamie
;
Carmichael, Trent
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 717-748
Persistent link: https://www.econbiz.de/10008069782
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8
Portfolio construction incorporating asymmetric dependence structures: a user's guide
Hatherley, Anthony
;
Alcock, Jamie
- In:
Accounting and finance : journal of the Accounting …
47
(
2007
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10007794059
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9
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates
Alcock, Jamie
;
Cockcroft, Sophie
;
Finn, Frank
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 697-718
Persistent link: https://www.econbiz.de/10008138493
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