Browsen in EconStor gesamt nach Autor:innen Allen, David E.


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ErscheinungsjahrTitelAutor:innen
2013Risk Modelling and Management: An OverviewChang, Chia-Lin; Allen, David E.; McAleer, Michael; Amaral, Teodosio Perez
2013Volatility Spillovers from the US to Australia and China across the GFCAllen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K.
2013A 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.
2013Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, Marcel
2013A 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.
2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile RegressionAllen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn
2013Nonparametric Multiple Change Point Analysis of the Global Financial CrisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013Financial Dependence Analysis: Applications of Vine CopulaeAllen, David E.; Ashraf, Mohammad A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014Volatility Spillovers from Australia's Major Trading Partners across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014Risk Measurement and Risk Modelling using Applications of Vine CopulasAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014Asymmetric Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, and Marcel
2014Hedge Fund Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2014Asymmetric realized volatility riskAllen, David E.; McAleer, Michael; Scharth, Marcel
2014European Market Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abbay K.
2015Nonlinear 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.
2015Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2015Daily Market News Sentiment and Stock PricesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2016Down-side risk metrics as portfolio diversification strategies across the global financial crisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.