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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Allen, David E."
~person:"Herwartz, Helmut"
~person:"Spagnolo, Nicola"
~type_genre:"Non-commercial literature"
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Search: subject:"volatility"
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Volatility
8
Volatilität
8
Börsenkurs
5
Share price
5
Australia
4
Australien
4
Estimation
4
Schätzung
4
ARCH model
2
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1996-2009
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Non-commercial literature
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English
8
Author
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Allen, David E.
Herwartz, Helmut
Spagnolo, Nicola
McAleer, Michael
3
Powell, Robert
2
Scharth, Marcel
2
Chandra, M.
1
Cheng, Alexander S.-S.
1
Comerton-Forde, Carole
1
Cruickshank, S. N.
1
Golab, A.
1
Jones, Bradley
1
Kramadibrata, Akhmad R.
1
Lin, Chien-ting
1
Masih, Abdul Mansur M.
1
Shareef, Riaz
1
Singh, Abhay Kumar
1
Yang, Joey W.
1
Yang, Wenling
1
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School of Finance and Business Economics <Perth, Western Australia>
2
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School of Accounting, Finance and Economics & FEMARC working paper series
CESifo working papers
17
Economics and finance working paper series
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Discussion paper / Tinbergen Institute
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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5
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4
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3
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2
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1
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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ECONIS (ZBW)
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1
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
2
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:
3
Pricing options by simulation using realized
volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
4
Realized
volatility
uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
5
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:
6
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:
7
Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
Saved in:
8
Variation of share prices due to fundamental and non-fundamental innovations
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488570
Saved in:
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