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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International review of economics & finance : IREF"
~person:"Singh, Abhay Kumar"
~subject:"ARCH-Modell"
~subject:"Financial crisis"
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Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009767007
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2
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009724821
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3
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
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