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Tinbergen Institute, Amsterdam and Rotterdam
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Results 1-6 of 6.
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Year of Publication
Title
Author(s)
2014
Volatility Spillovers from Australia's Major Trading Partners 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.
2013
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
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
2014
European Market Portfolio Diversification Strategies across the GFC
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.
Author
6
Allen, David E.
5
Singh, Abhay K.
1
Ashraf, Mohammad A.
1
Singh, Abbay K.
1
Taylor, James
1
Thomas, Lyn
year of Publication
1
2015
2
2014
3
2013