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71
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
72
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
73
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
74
Fake news and indierence to truth : dissecting tweets and state of the union addresses by presidents Obama and Trump
Allen, David E.
;
McAleer, Michael
;
Reid, David McHardy
-
2018
Persistent link: https://www.econbiz.de/10011823286
Saved in:
75
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
Saved in:
76
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
77
"Generalized measures of correlation for asymmetry, nonlinearity, and beyond" : comment
Allen, David E.
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011898056
Saved in:
78
A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2018
Persistent link: https://www.econbiz.de/10011868783
Saved in:
79
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
80
The geometry of specification error
Fisher, Gordon R.
;
Fisher, Gordon
;
McAleer, Michael
-
1984
-
(Rev.)
Persistent link: https://www.econbiz.de/10000012602
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