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~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Schätztheorie"
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The ultimate trade-off
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ARCH-Modell
Estimation
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Schätztheorie
Australia
72
Australien
70
Börsenkurs
53
Share price
53
Schätzung
47
Volatility
41
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39
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38
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English
101
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Allen, David E.
94
McAleer, Michael
42
Singh, Abhay Kumar
27
Powell, Robert
23
Peiris, Shelton
9
Allen, David
7
Scharth, Marcel
7
Lizieri, Colin
6
Satchell, Stephen
6
Chang, Chia-Lin
5
Kok Haur Ng
4
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4
Gao, Jiti
3
Kramadibrata, Akhmad R.
3
Pérez Amaral, Teodosio
3
Singh, Abhay K.
3
Allen, Dave E.
2
Chan, Felix
2
Clissold, M. R.
2
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2
Hosseini-Yekani, Seyed-Ali
2
Imbarine Bujang
2
Jeyasreedharan, Nagaratnam
2
Luciano, Elisa
2
Michaud, Richard O.
2
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2
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2
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2
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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
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1
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1
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1
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Finance and Business Economics <Perth, Western Australia>
3
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School of Accounting, Finance and Economics & FEMARC working paper series
32
Discussion paper / Tinbergen Institute
12
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9
Journal of risk and financial management : JRFM
6
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4
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4
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3
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3
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2
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2
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Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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
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ECONIS (ZBW)
101
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1
Funds flow management
Allen, David
-
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
A model of the speed of Australian interest rate adjustment using a time-series approach
Allen, David E.
;
Morkel-Kingsbury, Nigel
-
1998
Persistent link: https://www.econbiz.de/10000993000
Saved in:
4
A direct test of the pecking order hypothesis in an Australian context
Allen, David E.
;
Clissold, M. R.
-
1996
Persistent link: https://www.econbiz.de/10000996573
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5
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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6
Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
- In:
Pacific-Basin finance journal
2
(
1994
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10001332084
Saved in:
7
A direct test of the pecking order hypothesis in an Australian context
Allen, David E.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 335-355
Persistent link: https://www.econbiz.de/10001250645
Saved in:
8
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
Saved in:
9
Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870670
Saved in:
10
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
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