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Number of items: 30.

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) A Capital Adequacy Buffer Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 33, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2018) A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. [ Documentos de Trabajo del ICAE; nº 18, 2018, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2017) A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2017, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and Kramadibrata, A. and McAleer, Michael and Powell, R. and Singh, A. K. (2012) A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2012, ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2017) An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2017, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Scharth, Marcel (2014) Asymmetric Realized Volatility Risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2014, ISSN: 2341-2356 ] (Unpublished)

Asai, Manabu and Peiris, Shelton and McAleer, Michael and Allen, David E. (2018) Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates. [ Documentos de Trabajo del ICAE; nº 22, 2018, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2015) Daily Market News Sentiment and Stock Prices. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2015, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2015) Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2015, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael (2019) Drawbacks in the 3-factor approach of Fama and French. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2019, ISSN: 2341-2356 ]

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2014) European Market Portfolio Diversification Strategies across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2014, ISSN: 2341-2356 ] (Submitted)

Allen, David E. and McAleer, Michael and McHardy Reid, David (2018) Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather. [ Documentos de Trabajo del ICAE; nº 17, 2018, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Reidy, David McHardy (2018) Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2018, ISSN: 2341-2356 ]

Allen, David E. and McAleer, Michael (2019) Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2019, ISSN: 2341-2356 ]

Allen, David E. and Ashraf, Mohammad.A. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) Financial Dependence Analysis: Applications of Vine Copulae. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Peiris, Shelton and Singh, Abhay K. (2014) Hedge Fund Portfolio Diversification Strategies Across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 32, 2014, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2014) Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2014, ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2015) Multivariate Volatility Impulse Response Analysis of GFC News Events. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2015, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Scharth, Marcel (2013) Realized volatility risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2013, ] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael (2013) Recent Developments in Financial Economics and Econometrics: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2014) Risk Measurement and risk modelling using applications of Vine Copulas. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2014, ] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael and Pérez Amaral, Teodosio (2013) Risk Modelling and Management: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 22, 2013, ] (Unpublished)

Allen, David E. and Singh, Abhay K. and Powell, Robert J. and McAleer, Michael and Taylor, James (2012) The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2012, ] (Unpublished)

Allen, David E. and McAleer, Michael (2017) Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 22, 2017, ISSN: 2341-2356 ]

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2016) Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2016, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2014) Volatility Spillovers from Australia's major trading partners across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2014, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and Amram, Ron and McAleer, Michael (2011) Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 38, ISSN: 2255-5471 ]

Allen, David E. and McAleer, Michael and Powell, R. J. and Singh, A. K. (2012) Volatility Spillovers from the US to Australia and China across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2012, ] (Unpublished)

Allen, David E. and McAleer, Michael (2018) “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment. [ Documentos de Trabajo del ICAE; nº 23, 2018, ISSN: 2341-2356 ] (Unpublished)

This list was generated on Wed Aug 21 01:33:07 2019 CEST.