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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Aktienmarkt"
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2014
Persistent link: https://www.econbiz.de/10010410189
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
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2014
Persistent link: https://www.econbiz.de/10010410215
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