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EVT and tail-risk modelling :...
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93
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64
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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
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18
Allen, D. E.
17
Allen, David Edmund
16
Smith, Michael
16
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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
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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
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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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Risks
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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
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ECONIS (ZBW)
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211
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders
Allen, David E.
;
Cheng, Alexander S.-S.
; …
-
2007
Persistent link: https://www.econbiz.de/10003414338
Saved in:
212
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
213
Modeling the volatility of the FTSE100 index using high-frequency data sets
Allen, David E.
;
Scharth, Marcel
- In:
Stock market volatility
,
(pp. 419-437)
.
2009
Persistent link: https://www.econbiz.de/10003830648
Saved in:
214
Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng
;
Allen, David E.
;
Peiris, Shelton
-
2009
Persistent link: https://www.econbiz.de/10003869587
Saved in:
215
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
216
A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat
;
Gao, Jiti
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10003869607
Saved in:
217
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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218
Takeovers and shareholder value creation on the stock exchange of Thailand
Allen, David E.
;
Amporn Soongswang
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 347-370)
.
2008
Persistent link: https://www.econbiz.de/10003603115
Saved in:
219
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
220
Takeovers and shareholder value creation on the Stock Exchange of Thailand
Allen, David E.
(
contributor
);
Soongswang, A.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477133
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