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