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Volatility
Australia
75
Australien
73
Theorie
59
Theory
59
Börsenkurs
54
Estimation
54
Schätzung
54
Share price
54
Time series analysis
42
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42
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40
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39
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22
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21
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21
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English
43
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Allen, David E.
39
McAleer, Michael
27
Powell, Robert
12
Singh, Abhay Kumar
11
Chang, Chia-Lin
9
Scharth, Marcel
8
Pérez Amaral, Teodosio
3
Smith, Michael S.
3
Allen, David
2
Comerton-Forde, Carole
2
Golab, A.
2
Singh, Abhay K.
2
Allen, Dave E.
1
Chan, Jennifer So-kuen
1
Cheng, Alexander S.-S.
1
Cheng, Alexander Shu-sing
1
Cottet, Remy
1
Cruickshank, S. N.
1
Danaher, Peter J.
1
Golab, Anna
1
Kok Haur Ng
1
Kooi Huat Ng
1
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1
Loiza-Maya, Ruben
1
Nott, David J.
1
Peiris, Shelton
1
Pitts, Andrew
1
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1
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1
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1
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1
Smith, Michael
1
Taylor, James W.
1
Yang, Joey W.
1
Yang, Joey Wenling
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Yang, Wenling
1
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School of Finance and Business Economics <Perth, Western Australia>
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Discussion paper / Tinbergen Institute
10
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3
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2
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2
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1
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1
International review of economics & finance : IREF
1
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1
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1
Stock market liquidity : implications for market microstructure and asset pricing
1
Stock market volatility
1
The North American Journal of Economics and Finance
1
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1
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ECONIS (ZBW)
43
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1
Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael
;
Pitts, Andrew
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 425-451
Persistent link: https://www.econbiz.de/10003355808
Saved in:
2
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
3
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
4
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
5
Dividend policy and stock price volatility : Australian evidence
Allen, Dave E.
-
1993
Persistent link: https://www.econbiz.de/10000864677
Saved in:
6
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
7
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:
8
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
9
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders
Allen, David E.
;
Cheng, Alexander S.-S.
; …
-
2007
Persistent link: https://www.econbiz.de/10003414338
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
Saved in:
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