Browsing All of EconStor by Author Allen, David E.

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Year of Publication	Title	Author(s)
2013	Risk Modelling and Management: An Overview	Chang, Chia-Lin; Allen, David E.; McAleer, Michael; Amaral, Teodosio Perez
2013	Volatility Spillovers from the US to Australia and China across the GFC	Allen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K.
2013	A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500	Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013	Realized Volatility Risk	Allen, David E.; McAleer, Michael; Scharth, Marcel
2013	A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500	Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013	Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression	Allen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn
2013	Nonparametric Multiple Change Point Analysis of the Global Financial Crisis	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013	Financial Dependence Analysis: Applications of Vine Copulae	Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014	Volatility Spillovers from Australia's Major Trading Partners across the GFC	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014	Risk Measurement and Risk Modelling using Applications of Vine Copulas	Allen, David E.; McAleer, Michael; Singh, Abhay K.
2014	Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series	Allen, David E.; McAleer, Michael; Singh, Abhay K.
2014	Asymmetric Realized Volatility Risk	Allen, David E.; McAleer, Michael; Scharth, and Marcel
2014	Hedge Fund Portfolio Diversification Strategies across the GFC	Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2014	Asymmetric realized volatility risk	Allen, David E.; McAleer, Michael; Scharth, Marcel
2014	European Market Portfolio Diversification Strategies across the GFC	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2015	Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abbay K.
2015	Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies	Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2015	Multivariate Volatility Impulse Response Analysis of GFC News Events	Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2015	Daily Market News Sentiment and Stock Prices	Allen, David E.; McAleer, Michael; Singh, Abhay K.
2016	Down-side risk metrics as portfolio diversification strategies across the global financial crisis	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.

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