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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.
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.
2016	Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events	Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2016	An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series	Allen, David E.; McAleer, Michael; Singh, Abhay K.
2014	Hedge Fund Portfolio Diversification Strategies across the GFC	Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay 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.
2016	A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices	Allen, David E.; Chang, Chia-Lin; McAleer, Michael; Singh, Abhay 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.
2014	European Market Portfolio Diversification Strategies across the GFC	Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.