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~isPartOf:"Econometric Institute research papers"
~person:"Allen, Dave E."
~person:"Kok Haur Ng"
~person:"McAleer, Michael"
~person:"Powell, Robert"
~person:"Scharth, Marcel"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~subject:"Regression analysis"
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432732
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3
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009781946
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4
A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
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2016
Persistent link: https://www.econbiz.de/10011631787
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5
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
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2017
Persistent link: https://www.econbiz.de/10011734887
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6
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
7
A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2018
Persistent link: https://www.econbiz.de/10011868783
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