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Allen, David E.
393
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221
McAleer, Michael
195
Powell, Robert
143
Singh, Abhay Kumar
90
Allen, David G.
58
Singh, Abhay K.
56
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44
Peiris, Shelton
39
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28
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26
Scharth, Marcel
23
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23
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17
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16
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14
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13
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Thomas, Lyn C.
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ALLEN, DAVID
12
Gao, Jiti
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11
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11
SMITH, MICHAEL
10
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8
Kramadibrata, Akhmad R.
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8
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8
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8
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7
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Managing foreign exchange risk. Cambridge 1983
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ECONIS (ZBW)
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EconStor
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The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
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contributor
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Gao, Jiti
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003760021
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102
Realized volatility uncertainty
Allen, David E.
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McAleer, Michael
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)
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2008
Persistent link: https://www.econbiz.de/10003760022
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103
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
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104
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
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McAleer, Michael
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Peiris, …
- In:
Journal of econometrics
147
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2008
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1
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Persistent link: https://www.econbiz.de/10003783798
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105
Trade financing procedures in Britain and Japan
Allen, David E.
- In:
Applied economics
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1987
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6
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pp. 711-728
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106
Real interest rates and inflation in Norway
Allen, David E.
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Mapfumba, Tinashe
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-
2006
Persistent link: https://www.econbiz.de/10003330519
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107
Analysis and applications of autoregressive moving average models with stochastic variance
Peiris, Shelton
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contributor
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Bhar, Ramprasad
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contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003330567
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108
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
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-
2007
Persistent link: https://www.econbiz.de/10003805629
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109
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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110
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
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2009
Persistent link: https://www.econbiz.de/10003869596
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