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~language:"eng"
~person:"Allen, David E."
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Australia
31
Australien
31
Börsenkurs
14
Share price
14
Theorie
12
Theory
12
Großbritannien
10
United Kingdom
10
Capital income
8
Risikomaß
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Volatility
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ARCH-Modell
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Aktienmarkt
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Japan
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Prognoseverfahren
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Stock market
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Time series analysis
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Zeitreihenanalyse
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Aktienindex
4
Capital market returns
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Derivat
4
Derivative
4
Kapitalmarktrendite
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Stock index
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USA
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Allen, David E.
Caporale, Guglielmo Maria
17
Hou, Kewei
14
Diebold, Francis X.
13
Gupta, Rangan
13
McAleer, Michael
11
Gil-Alaña, Luis A.
8
Guidolin, Massimo
8
Guo, Hui
8
Sercu, Piet
8
Ben-David, Itzhak
7
Birru, Justin
7
Chang, Chia-Lin
7
Krippner, Leo
7
Stulz, René M.
7
Timmermann, Allan
7
Engsted, Tom
6
Souza, Thiago de Oliveira
6
Zaremba, Adam
6
Backus, David
5
Bailey, Warren
5
Christiansen, Charlotte
5
Hirshleifer, David
5
Hodnett, Kathleen
5
Hsieh, Heng-hsing
5
Karolyi, G. Andrew
5
Kostakis, Alexandros
5
Moor, Lieven de
5
Nummelin, Kim
5
Pettenuzzo, Davide
5
Pierdzioch, Christian
5
Sanders, Anthony B.
5
Smith, Peter N.
5
Van Vuuren, Gary
5
Zhang, Lu
5
Alles, Lakshman
4
Anderson, Warwick
4
Berglund, Tom
4
Bonato, Matteo
4
Boudt, Kris
4
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
Published in...
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School of Accounting, Finance and Economics & FEMARC working paper series
3
2007 Business & Economics Society International Conference ; Vol. 2
1
Applied economics
1
Global business & economics review
1
Working paper
1
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
1
Working paper series / School of Economics and Finance, Curtin University of Technology
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ECONIS (ZBW)
8
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1
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:
2
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:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
The impact of undisclosed vs. disclosed limit orders : evidence from inter-day returns, signalling, information effects on the ASX
Allen, David E.
;
Cheng, Alexander Shu-sing
;
Yang, Joey …
-
2007
Persistent link: https://www.econbiz.de/10003669080
Saved in:
5
Performance benchmarking Australian fixed interest funds : some optimal factors
Allen, David E.
(
contributor
);
Soucik, Victor
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770525
Saved in:
6
Performance benchmarking managed funds : Australian fixed interest funds
Soucik, Victor
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730509
Saved in:
7
A test of the persistence in the performance of UK managed investment funds
Allen, David E.
(
contributor
);
Tan, M. L.
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456442
Saved in:
8
The relationship between accounting returns and stock market returns : Australian evidence
Allen, David E.
;
Lim, Paul K.
;
McDonald, Garry A.
-
1993
Persistent link: https://www.econbiz.de/10000881946
Saved in:
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