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Is the Australian Forex market efficient? : a test of the forward rate unbiasness hypothesis
Allen, David E. (contributor); Taco, Paul (contributor) - 2007
Persistent link: https://www.econbiz.de/10003759978
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Real interest rates and inflation in Norway
Allen, David E. (contributor); Mapfumba, Tinashe (contributor) - 2006
Persistent link: https://www.econbiz.de/10003330519
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Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng; Allen, David E.; Peiris, Shelton - 2009
Persistent link: https://www.econbiz.de/10003869587
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Pricing options by simulation using realized volatility
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2009
Persistent link: https://www.econbiz.de/10003869596
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat; Gao, Jiti; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10003869607
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Post-takeover effects on Thai bidding firms : are takeovers in the bidder's interests?
Allen, David E.; Soongswang, A. - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 509-531
Persistent link: https://www.econbiz.de/10003413585
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Industry market value at risk in Australia
Allen, David E. (contributor); Powell, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477132
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Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667285
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Conditional beta Capital Asset Pricing Model (CAPM) and duration dependence tests
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667286