Browsing All of EconStor by Author Allen, David E.

Jump to a point in the index:
Showing results 1 to 20 of 26
 next >
Year of PublicationTitleAuthor(s)
2013 A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013 A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013 Volatility Spillovers from the US to Australia and China across the GFCAllen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K.
2013 Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, Marcel
2013 Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile RegressionAllen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn
2013 Nonparametric Multiple Change Point Analysis of the Global Financial CrisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013 Financial Dependence Analysis: Applications of Vine CopulaeAllen, David E.; Ashraf, Mohammad A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013 Risk Modelling and Management: An OverviewChang, Chia-Lin; Allen, David E.; McAleer, Michael; Amaral, Teodosio Perez
2014 Asymmetric realized volatility riskAllen, David E.; McAleer, Michael; Scharth, Marcel
2014 Asymmetric Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, and Marcel
2014 Volatility Spillovers from Australia's Major Trading Partners across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014 Risk Measurement and Risk Modelling using Applications of Vine CopulasAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014 Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014 Hedge Fund Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2014 European Market Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2015 Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2015 Daily Market News Sentiment and Stock PricesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2015 Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major CurrenciesAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2015 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abbay K.
2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.