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DateTitle Authors
2014 Asymmetric Realized Volatility RiskAllen, David E. / McAleer, Michael / Scharth, and Marcel
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2014 Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment SeriesAllen, David E. / McAleer, Michael / Singh, Abhay K.
2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance KernelsJanus, Pawel / Lucas, André / Opschoor, Anne
2014 Volatility Spillovers from Australia's Major Trading Partners across the GFCAllen, David E. / McAleer, Michael / Powell, Robert J. / Singh, Abhay K.
2010 Equity premium predictions with adaptive macro indexesBai, Jennie
2014 A Multiple Testing Approach to the Regularisation of Large Sample Correlation MatricesBailey, Natalia / Pesaran, M. Hashem / Smith, L. Vanessa
2013 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep / Swanson, Norman R.
2014 TEDAS - Tail Event Driven ASset AllocationHärdle, Wolfgang Karl / Nasekin, Sergey / Lee, David Kuo Chuen / Fai, Phoon Kok
2014 The Economics of Bitcoins - Market Characteristics and Price JumpsGronwald, Marc

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