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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
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
4
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
Saved in:
5
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009765843
Saved in:
6
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009767007
Saved in:
7
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009772595
Saved in:
8
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009724821
Saved in:
9
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
10
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
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