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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
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McAleer, Michael
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Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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2
Daily market news sentiment and stock prices
Allen, David E.
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McAleer, Michael
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Singh, Abhay Kumar
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2015
Persistent link: https://www.econbiz.de/10011432600
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3
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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4
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
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McAleer, Michael
;
Shelton, Peiris
; …
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2015
Persistent link: https://www.econbiz.de/10011432736
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5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009744769
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6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10010354388
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7
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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8
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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9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
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10
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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