E-Prints Complutense

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. [Working Paper or Technical Report] (Unpublished)

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. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael (2013) Recent Developments in Financial Economics and Econometrics: An Overview. [Working Paper or Technical Report] (Unpublished)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. [Working Paper or Technical Report] (Unpublished)

Allen, David E. and Amram, Ron and McAleer, Michael (2011) Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. [Working Paper or Technical Report] (Submitted)

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. [Working Paper or Technical Report] (Unpublished)