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~language:"eng"
~person:"Allen, David E."
~type_genre:"Arbeitspapier"
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Australia
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Allen, David E.
McAleer, Michael
179
Caporale, Guglielmo Maria
146
Stulz, René M.
127
Minford, Patrick
106
Kamihigashi, Takashi
95
Sunstein, Cass R.
93
Bebchuk, Lucian A.
92
Imai, Katsushi S.
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Chang, Chia-Lin
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Shavell, Steven
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Wagner, Joachim
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Henrekson, Magnus
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Peydró, José-Luis
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Nijkamp, Peter
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Herings, Peter Jean-Jacques
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Galí, Jordi
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Gil-Alaña, Luis A.
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Arruñada, Benito
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Ramseyer, J. Mark
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Tungodden, Bertil
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White, Lawrence J.
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Tyers, Rodney
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Gupta, Rangan
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Kind, Hans Jarle
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Acharya, Viral V.
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Clements, Kenneth W.
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Czarnitzki, Dirk
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Snower, Dennis J.
53
Broll, Udo
52
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51
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School of Finance and Business Economics <Perth, Western Australia>
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School of Accounting, Finance and Economics & FEMARC working paper series
27
Working paper
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Working paper series / School of Economics and Finance, Curtin University of Technology
7
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
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ECONIS (ZBW)
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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:
2
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:
3
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
4
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
5
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
6
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
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:
9
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
10
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
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