A Gourmet's delight: CAViaR and the Australian stock market

Author： Allen D. E.   Singh A. K.   Powell R.  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.19, Iss.15, 2012-10, pp. : 1493-1498

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Sydney Olympic Games announcement and Australian stock market reaction

By Berman Gabrielle   Brooks Robert   Davidson Sinclair  

Applied Economics Letters, Vol. 7, Iss. 12, 2000-12 ,pp. : 781-784

Routledge Ltd

Access to resources Recommend Favorite

An empirical note on the holiday effect in the Australian stock market, 1996-2006

By Marrett George   Worthington Andrew  

Applied Economics Letters, Vol. 16, Iss. 17, 2009-11 ,pp. : 1769-1772

Routledge Ltd

Access to resources Recommend Favorite

Efficiency in the Australian stock market, 1875-2006: a note on extreme long-run random walk behaviour

By Worthington Andrew   Higgs Helen  

Applied Economics Letters, Vol. 16, Iss. 3, 2009-02 ,pp. : 301-306

Routledge Ltd

Access to resources Recommend Favorite

What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?

By Bowers Colin T.   Heaton Chris  

Applied Economics, Vol. 45, Iss. 11, 2013-04 ,pp. : 1395-1404

Routledge Ltd

Access to resources Recommend Favorite

Stock market cycles and stock market development in Spain

By Biscarri Javier   Gracia Fernando  

Spanish Economic Review, Vol. 6, Iss. 2, 2004-07 ,pp. : 127-151

Springer Publishing Company

Access to resources Recommend Favorite