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Results 1-10 of 16.
Year of PublicationTitleAuthor(s)
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.
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News EventsAllen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2016An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014Hedge Fund Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay 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.
2016A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures PricesAllen, David E.; Chang, Chia-Lin; McAleer, Michael; Singh, Abhay 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.
2014European Market Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.