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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
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Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015
Persistent link: https://www.econbiz.de/10011432736
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016
Persistent link: https://www.econbiz.de/10011500264
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An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2016
Persistent link: https://www.econbiz.de/10011477211
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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