Browsing All of EconStor by Author Singh, Abhay K.

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Showing results 1 to 19 of 19
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 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.
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.
2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2016 A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures PricesAllen, David E.; Chang, Chia-Lin; McAleer, Michael; Singh, Abhay K.
2016 An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2016 Down-side risk metrics as portfolio diversification strategies across the global financial crisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2016 Nonlinear time series and neural-network models of echange rates between the US Dollar and major currenciesAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2017 A Multi-Criteria Portfolio Analysis of Hedge Fund StrategiesAllen, David E.; McAleer, Michael; Singh, Abhay K.