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EVT and tail-risk modelling :...
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Australia
93
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89
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5
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Allen, David E.
396
Allen, David
227
McAleer, Michael
196
Powell, Robert
158
Singh, Abhay Kumar
102
Allen, David G.
67
Singh, Abhay K.
49
Peiris, Shelton
40
Singh, Ajai K.
38
Powell, Robert J.
31
Singh, A. K.
29
Scharth, Marcel
23
Singh, Ashok K.
23
Chang, Chia-Lin
22
Singh, Ajit Kumar
18
Allen, D. E.
17
Allen, David Edmund
16
Smith, Michael
16
Allen, D.
14
Allen, David E
14
Gao, Jiti
13
Morkel-Kingsbury, Nigel
13
Thomas, Lyn C.
13
ALLEN, DAVID
12
Singh, Awadhesh Kumar
12
Vardaman, James M.
12
McDonald, Garry A.
10
SMITH, MICHAEL
10
Soucik, Victor
10
Nayar, Nandkumar
9
Singh, Anil Kumar
9
Kramadibrata, Akhmad R.
8
Parwada, Jerry T.
8
Yang, Wenling
8
Gupta, Sanjeev
7
Powell, R.
7
Powell, R. J.
7
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7
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7
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7
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16
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15
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15
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14
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10
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9
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Managing foreign exchange risk. Cambridge 1983
1
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Parwada, Jerry, Banking & Finance, Australian School of Business, UNSW
1
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
4
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ECONIS (ZBW)
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RePEc
168
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EconStor
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31
BASE
25
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111
Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
Saved in:
112
The long-run performance of initial public offerings in Thailand
Allen, David E.
;
Morkel-Kingsbury, N. J.
; …
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 215-232
Persistent link: https://www.econbiz.de/10001454429
Saved in:
113
Performance of seasoned equity offerings in a risk adjusted environment
Allen, David E.
(
contributor
);
Soucik, Victor
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455833
Saved in:
114
Long run underperformance of seasoned equity offerings : fact or an illusion?
Soucik, Victor
(
contributor
);
Allen, David E.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455840
Saved in:
115
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
(
contributor
);
Allen, David E.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455847
Saved in:
116
Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
Allen, David E.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455870
Saved in:
117
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
(
contributor
);
Manzur, Meher
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455883
Saved in:
118
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:
119
A comment on "The information content of earnings and prices : a simultaneous equations approach" by W. H. Beaver, M. L. McAnally, and C. H. Stinson (1997)
Allen, David E.
(
contributor
);
Cruickshank, S.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001460921
Saved in:
120
Long-term and short-term causal relationships between dividends and stock prices in Malaysia : a time-series analysis in the spirit of Lintner's model
Allen, David E.
;
McDonald, Garry A.
;
Setiawan, H.
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 83-99
Persistent link: https://www.econbiz.de/10001487710
Saved in:
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