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Allen, David E.
393
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221
McAleer, Michael
195
Powell, Robert
142
Singh, Abhay Kumar
90
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58
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53
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44
Peiris, Shelton
39
Scharth, Marcel
23
Chang, Chia-Lin
22
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17
Allen, David Edmund
16
Smith, Michael
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14
Allen, David E
13
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Thomas, Lyn C.
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Gao, Jiti
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Allen, Dave E.
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McDonald, Garry A.
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Powell, R.
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Powell, R. J.
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6
Golab, Anna
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Managing foreign exchange risk. Cambridge 1983
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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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
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:
3
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:
4
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:
5
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
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6
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:
7
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
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8
Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
Global business & economics review
15
(
2013
)
1
,
pp. 88-109
Persistent link: https://www.econbiz.de/10009708736
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9
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
Saved in:
10
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009711719
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