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A comparison of parametric and...
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Australia
91
Australien
88
Börsenkurs
69
Share price
65
Schätzung
61
Estimation
59
Theorie
50
Theory
50
Volatility
50
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50
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46
Risk measure
43
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36
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36
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36
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35
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34
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34
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34
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33
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32
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32
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23
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21
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21
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20
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20
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19
Nichtparametrisches Verfahren
19
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Free
289
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118
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Article
384
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352
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Working Paper
167
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142
Graue Literatur
139
Non-commercial literature
139
Article in journal
123
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123
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15
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15
Congress Report
12
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10
Collection of articles of several authors
5
Sammelwerk
5
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4
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2
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1
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English
417
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314
German
5
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Allen, David E.
391
Allen, David
219
McAleer, Michael
190
Singh, Abhay Kumar
69
Powell, Robert
68
Allen, David G.
57
Singh, Abhay K.
53
Powell, Robert J.
43
Peiris, Shelton
39
Scharth, Marcel
23
Chang, Chia-Lin
22
Allen, D. E.
17
Allen, David Edmund
16
Smith, Michael
16
Allen, D.
14
Morkel-Kingsbury, Nigel
13
Thomas, Lyn C.
13
Gao, Jiti
12
ALLEN, DAVID
11
Vardaman, James M.
11
SMITH, MICHAEL
10
Soucik, Victor
10
Allen, Dave E.
9
McDonald, Garry A.
8
Yang, Wenling
8
Parwada, Jerry T.
7
Yang, Joey Wenling
7
Cruickshank, S.
6
Kramadibrata, Akhmad
6
Kumar-Singh, Abhay
6
Lizieri, Colin
6
Reid, David McHardy
6
Satchell, Stephen
6
Ashraf, Mohammad A.
5
Chan, Felix
5
Cruickshank, Stuart N.
5
Lisnawati, Henrietta
5
Zheng, Harry
5
Allen, Dave
4
Amaral, Teodosio Perez
4
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
16
School of Finance and Business Economics <Perth, Western Australia>
15
Tinbergen Instituut
15
Department of Economics and Finance, College of Business and Economics
10
School of Accounting, Finance and Economics <Perth, Western Australia>
9
School of Business, Edith Cowan University
5
Edward Elgar
3
Institute of Economic Research, Kyoto University
3
Department of Economics, Simon Fraser University
2
British National Health Service
1
Center for Advanced Research in Finance, Faculty of Economics
1
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
Faculty of Economics, University of Cambridge
1
International Cocaine Symposium <1, 1985, Bahamas>
1
International Joseph A. Schumpeter Society
1
Managing foreign exchange risk. Cambridge 1983
1
Managing international risk. Cambridge 1983
1
Manpower Services Commission
1
Parwada, Jerry, Banking & Finance, Australian School of Business, UNSW
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
World Scientific Publishing Co. Pte. Ltd.
1
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Management accounting
87
School of Accounting, Finance and Economics & FEMARC working paper series
72
Discussion paper / Tinbergen Institute
25
Tinbergen Institute Discussion Paper
25
Econometric Institute research papers
18
Documentos de Trabajo del ICAE
16
Journal of Common Market Studies
15
Tinbergen Institute Discussion Papers
15
Working paper series / School of Economics and Finance, Curtin University of Technology
14
Journal of common market studies : JCMS
12
Applied economics
11
Working Papers in Economics
10
Working paper
10
Annals of financial economics
9
Mathematics and Computers in Simulation (MATCOM)
9
Journal of Risk and Financial Management
8
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
8
Journal of management
7
Human resource management review
6
Journal of risk and financial management : JRFM
6
Applied financial economics
5
Australian journal of management
5
Journal of econometrics
5
Journal of the Association for Information Science & Technology
5
Risks : open access journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / School of Business, Edith Cowan University
5
Accounting and Finance
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
4
Australian Journal of Management
4
Human resource management
4
Journal of business and psychology
4
Personnel psychology : a journal of applied research
4
Risks
4
School of Finance and Business Economics working paper series
4
The journal of fixed income
4
Advances in Pacific Basin financial markets
3
Annals of Financial Economics (AFE)
3
Applied Economics Letters
3
Applied economics letters
3
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Source
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ECONIS (ZBW)
393
RePEc
137
OLC EcoSci
129
EconStor
36
USB Cologne (EcoSocSci)
22
BASE
18
Other ZBW resources
1
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141
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
142
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:
143
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
144
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009711719
Saved in:
145
The volatility-return relationship : insights from linear and non-linear quantile regressions
Allen, David E.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009712040
Saved in:
146
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
147
The efficient modelling of high frequency transaction data : a new application of estimating functions in financial economics
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
Economics letters
120
(
2013
)
1
,
pp. 117-122
Persistent link: https://www.econbiz.de/10009760440
Saved in:
148
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009765843
Saved in:
149
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
150
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009767007
Saved in:
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