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~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
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The ultimate trade-off
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ARCH model
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Allen, David E.
59
McAleer, Michael
34
Singh, Abhay Kumar
19
Powell, Robert
18
Allen, David
7
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6
Satchell, Stephen
6
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6
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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Funds flow management
Allen, David
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1980
Persistent link: https://www.econbiz.de/10000051000
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2
The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000856762
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3
Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870670
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4
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
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5
Portfolio investment modeling using high frequency data
Allen, David E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760014
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6
A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760016
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7
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
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8
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
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9
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:
10
Volatility and correlations for stock markets in the emerging economies
Allen, David E.
;
Golab, A.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008666976
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