Browsing byAuthorHall, AD

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Showing results 1 to 19 of 19
Issue DateTitleAuthor(s)
2013-08-01The anatomy of portfolio skewness and kurtosisHall, AD; Satchell, SE
1983-01Assessing the variability of inflationPagan, AR; Hall, AD; Trivedi, P
2002Bayesian variable selection in logistic regression: predicting company earnings directionGerlach, R; Bird, R; Hall, AD
2010-01Computing optimal mean/downside risk frontiers: The role of ellipiticityHall, AD; Satchell, SE; Satchell, S
2003-01Estimating the intensity of buy and sell arrivals in a limit order book marketHall, AD; Hautsch, N; McCulloch, JD; -
2015-01-01Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choiceHall, AD; Satchell, SE; Spence, PJ
2007-09-01A hybrid artificial neural network-numerical model for ground water problemsSzidarovszky, F; Coppola, EA; Long, J; Hall, AD; Poulton, MM
2001-05-01Limits to linear price behavior: Futures prices regulated by limitsHall, AD; Kofman, P
2006-03-01Migration of price discovery in semiregulated derivatives marketsHall, AD; Kofman, P; Manaster, S
2007-01Modelling the Buy and Sell Intensity in a Limit Order Book MarketHall, AD; Hautsch, N
2001-01-01A nonlinear time series model of El NiñoHall, AD; Skalin, J; Teräsvirta, T
2008-01Order aggressiveness and order book dynamicsHall, AD; Hautsch, N; Bauwens, L; Pohlmeier, W; Veredas, D
2006-01-01Order aggressiveness and order book dynamicsHall, AD; Hautsch, N
2001-01The Prediction of Earnings Movements Using Accounting Data: An Update & Extension of Ou and PenmanBird, R; Gerlach, R; Hall, AD
2001-01Regulatory Tools & Price Changes in Futures MarketsHall, AD; Kofman, P
2005-01Some notes on a dynamic model of international fishingHall, AD; Szidarovszky, F; Zhao, J
2003-01A survival analysis of Australian equity mutual fundsCameron, AC; Hall, AD
2002-12-01Using Bayesian variable selection methods to choose style factors in global stock return modelsHall, AD; Hwang, S; Satchell, SE
2007-12-01What corporate social responsibility activities are valued by the market?Bird, R; Hall, AD; Momentè, F; Reggiani, F