Browsing All of EconStor by Author Allen, David E.


Showing results 21 to 32 of 32
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Year of PublicationTitleAuthor(s)
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2016An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2016Nonlinear time series and neural-network models of echange rates between the US Dollar and major currenciesAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2016A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures PricesAllen, David E.; Chang, Chia-Lin; McAleer, Michael; Singh, Abhay K.
2017A Multi-Criteria Portfolio Analysis of Hedge Fund StrategiesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2018Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and TrumpAllen, David E.; McAleer, Michael; Reid, David McHardy
2019Risk analysis and portfolio modellingAllen, David E.; Luciano, Elisa
2019Risk analysis and portfolio modellingAllen, David E.; Luciano, Elisa
2020Stochastic volatility and GARCH: Do squared end-of-day returns provide similar information?Allen, David E.
2020Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? Comparing squared end-of-day returns on ftseAllen, David E.; McAleer, Michael
2021A Nonlinear Autoregressive Distributed Lag (NARDL) analysis of the FTSE and S&P500 indexesAllen, David E.; McAleer, Michael
2022Cryptocurrencies, diversification and the COVID-19 pandemicAllen, David E.