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EVT and tail-risk modelling :...
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Allen, David E.
396
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227
McAleer, Michael
196
Powell, Robert
158
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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
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23
Chang, Chia-Lin
22
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18
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17
Allen, David Edmund
16
Smith, Michael
16
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14
Allen, David E
14
Gao, Jiti
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Morkel-Kingsbury, Nigel
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Thomas, Lyn C.
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Vardaman, James M.
12
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10
SMITH, MICHAEL
10
Soucik, Victor
10
Nayar, Nandkumar
9
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9
Kramadibrata, Akhmad R.
8
Parwada, Jerry T.
8
Yang, Wenling
8
Gupta, Sanjeev
7
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7
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7
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Managing foreign exchange risk. Cambridge 1983
1
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1
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ECONIS (ZBW)
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Is the Australian Forex market efficient? : a test of the forward rate unbiasness hypothesis
Allen, David E.
(
contributor
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Taco, Paul
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)
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2007
Persistent link: https://www.econbiz.de/10003759978
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202
Hedging with interest rate caps compared with a policy of maintaining a balanced portfolio of loans (PLA) and averaging the borrowing costs
Allen, David E.
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contributor
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Steyn, Quinten
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2007
Persistent link: https://www.econbiz.de/10003759980
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203
Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E.
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contributor
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Yang, Joey W.
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2008
Persistent link: https://www.econbiz.de/10003760003
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204
Portfolio investment modeling using high frequency data
Allen, David E.
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2008
Persistent link: https://www.econbiz.de/10003760014
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205
A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E.
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2008
Persistent link: https://www.econbiz.de/10003760016
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206
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
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Gao, Jiti
(
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2008
Persistent link: https://www.econbiz.de/10003760021
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207
Realized volatility uncertainty
Allen, David E.
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contributor
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McAleer, Michael
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)
-
2008
Persistent link: https://www.econbiz.de/10003760022
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208
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003805629
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209
AUSFTA and its implications for the Australian stock market
Allen, David E.
;
Lim, Lee K.
;
Winduss, Trent
- In:
Regionalism, trade and economic development in the …
,
(pp. 128-139)
.
2007
Persistent link: https://www.econbiz.de/10003450755
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210
Post-takeover effects on Thai bidding firms : are takeovers in the bidder's interests?
Allen, David E.
;
Soongswang, A.
- In:
Review of Pacific Basin financial markets and policies
9
(
2006
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10003413585
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