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Asymmetric realized volatility...
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Econometric modelling in finance and risk management: An overview
Gao, Jiti
;
Mcaleer, Michael
;
Allen, David E.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
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Econometric modelling in finance and risk management: An overview
Gao, Jiti
;
McAleer, Michael
;
Allen, David E.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10008898210
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3
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
Mcaleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
McAleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10008898196
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Behavioural compensation by drivers of a simulator when using a vision enhancement system
Stanton, Neville A.
;
Pinto, Marcel
- In:
Ergonomics : an international journal of research and …
43
(
2000
)
9
,
pp. 1359-1370
Persistent link: https://www.econbiz.de/10006284000
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Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-328
Persistent link: https://www.econbiz.de/10008892140
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Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10008231948
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Papers - 7 - Predicting Earnings Growth Using E-P Ratios: Australian Evidence
Allen, Dave E.
;
Lisnawati, Henrietta
;
Clissold, Martyn
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10006991859
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RIDING THE YIELD CURVE: AN ANALYSIS OF INTERNATIONAL EVIDENCE
Ang, Sharon
;
Alles, Lakshman
;
Allen, Dave
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 57-74
Persistent link: https://www.econbiz.de/10007346936
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10
STRATEGY - Living the Brand
Allen, Dave
- In:
Design management journal
11
(
2000
)
1
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pp. 35-40
Persistent link: https://www.econbiz.de/10007181315
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