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~subject:"Kapitaleinkommen"
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Thoughts on VaR and CVaR
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Kapitaleinkommen
Australia
74
Australien
71
Börsenkurs
54
Share price
53
Schätzung
48
Estimation
47
Theorie
46
Theory
46
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44
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43
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42
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39
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34
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34
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33
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33
Großbritannien
31
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28
Welt
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27
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25
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USA
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United States
23
Arbeitsmobilität
21
Labour mobility
21
Estimation theory
20
Schätztheorie
20
Aktienmarkt
18
Stock market
18
Employee retention
15
Japan
15
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Free
14
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13
Article
11
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Arbeitspapier
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Graue Literatur
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9
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9
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English
24
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Allen, David E.
22
Powell, Robert
7
McAleer, Michael
6
Singh, Abhay Kumar
6
Scharth, Marcel
4
Cheng, Alexander Shu-sing
2
Soucik, Victor
2
Yang, Joey Wenling
2
Allen, David
1
Alles, Lakshman
1
Ang, Sharon
1
Comerton-Forde, Carole
1
Do, A.
1
Imbarine Bujang
1
Kramadibrata, Akhmad R.
1
Lim, Lee K.
1
Lim, Paul K.
1
Lizieri, Colin
1
McDonald, Garry A.
1
Morkel-Kingsbury, N. J.
1
Piboonthanakiat, E.
1
Satchell, Stephen
1
Singh, A.
1
Tan, M. L.
1
Taylor, James W.
1
Winduss, Trent
1
Yong, J.
1
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
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School of Accounting, Finance and Economics & FEMARC working paper series
8
Discussion paper / Tinbergen Institute
2
Journal of risk and financial management : JRFM
2
2007 Business & Economics Society International Conference ; Vol. 2
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Global business & economics review
1
IRIC discussion paper series
1
Risks : open access journal
1
Stock market liquidity : implications for market microstructure and asset pricing
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper
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
1
Working paper series / School of Economics and Finance, Curtin University of Technology
1
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ECONIS (ZBW)
24
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1
Asset pricing, the Fama-French factor model and the implications of Quantile Regression analysis
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
-
2009
Persistent link: https://www.econbiz.de/10008667282
Saved in:
2
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
3
Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
Global business & economics review
15
(
2013
)
1
,
pp. 88-109
Persistent link: https://www.econbiz.de/10009708736
Saved in:
4
A quantile analysis of default risk for speculative and emerging companies
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410475
Saved in:
5
A gourmet's delight : CAViaR and the Australian stock market
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1493-1498
Persistent link: https://www.econbiz.de/10009682474
Saved in:
6
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
7
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.
;
Powell, Robert
;
Yong, J.
;
Singh, A.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
Saved in:
8
The relationship between accounting returns and stock market returns : Australian evidence
Allen, David E.
;
Lim, Paul K.
;
McDonald, Garry A.
-
1993
Persistent link: https://www.econbiz.de/10000881946
Saved in:
9
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
10
Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.
;
Cheng, Alexander Shu-sing
; …
- In:
Stock market liquidity : implications for market …
,
(pp. 227-245)
.
2008
Persistent link: https://www.econbiz.de/10003650538
Saved in:
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