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~isPartOf:"Acta oeconomica : periodical of the Hungarian Academy of Sciences"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~person:"Powell, Robert"
~subject:"ARCH-Modell"
~subject:"World"
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Volatility spillover and
multivariate
volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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2
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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