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~language:"eng"
~person:"Allen, David E."
~subject:"Risikomanagement"
~subject:"Time series analysis"
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Risikomanagement
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12
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Allen, David E.
Gil-Alaña, Luis A.
45
McAleer, Michael
42
Caporale, Guglielmo Maria
37
Broll, Udo
19
Franses, Philip Hans
16
Gatzert, Nadine
16
Croux, Christophe
14
Härdle, Wolfgang
14
Teräsvirta, Timo
14
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13
Reichlin, Lucrezia
13
Dijk, Dick van
12
Gupta, Rangan
12
Hammoudeh, Shawkat
12
Mirakhor, Abbas
12
Tobacman, Jeremy
12
Caporin, Massimiliano
11
Dhaene, Jan
11
Dijk, Herman K. van
11
Townsend, Robert M.
11
Chang, Chia-Lin
10
Cole, Shawn
10
Engle, Robert F.
10
Giné, Xavier
10
Turvey, Calum Greig
10
Acharya, Viral V.
9
Canova, Fabio
9
Dionne, Georges
9
Goodwin, Barry K.
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Stulz, René M.
9
Surminski, Swenja
9
Topalova, Petia
9
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8
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
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School of Accounting, Finance and Economics & FEMARC working paper series
4
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2
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2
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1
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ECONIS (ZBW)
11
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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Applications of recursive estimation methods in statistical process control
Peiris, S.
;
Thavaneswaran, A.
;
Allen, David E.
;
Mellor, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791360
Saved in:
3
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
4
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
5
Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
Saved in:
6
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
7
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
8
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
Saved in:
9
Generalized moving average models and applications in high frequency data
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792415
Saved in:
10
Some statistical models for durations and their applications in finance
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
Saved in:
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