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~isPartOf:"Working paper"
~language:"eng"
~person:"Allen, David E."
~person:"Demetriades, Panicos O."
~subject:"Financial crisis"
~subject:"Forecasting model"
~subject:"Volatilität"
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Allen, David E.
Demetriades, Panicos O.
McAleer, Michael
58
Chang, Chia-Lin
19
Guo, Hui
12
Neely, Christopher J.
9
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8
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Working paper
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ECONIS (ZBW)
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Finance, growth and fragility
Demetriades, Panicos O.
;
Rousseau, Peter L.
;
Rewilak, Johan
-
2017
Persistent link: https://www.econbiz.de/10011656638
Saved in:
3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
4
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
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