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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Kramadibrata, Akhmad R."
~person:"McAleer, Michael"
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Kramadibrata, Akhmad R.
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ECONIS (ZBW)
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1
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009772595
Saved in:
2
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
3
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
4
Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
Saved in:
5
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
6
A quantile analysis of default risk for speculative and emerging companies
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410475
Saved in:
7
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:
8
Modelling international tourism demand and uncertainty in Maldives and Seychelles : a portfolio approach
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003383573
Saved in:
9
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
10
Managing value-at-risk in daily tourist tax revenue for the Maldives
McAleer, Michael
(
contributor
);
Shareef, Riaz
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220931
Saved in:
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