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~isPartOf:"Econometric Institute research papers"
~person:"Allen, Dave E."
~person:"Powell, Robert"
~person:"Scharth, Marcel"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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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
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2016
Persistent link: https://www.econbiz.de/10011823323
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