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Number of items: 13.

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 33, 2013, ] (Unpublished)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 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. [ nº 19, 2012, ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2014, ISSN: 2341-2356 ] (Unpublished)

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2013, ] (Unpublished)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 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 [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2014, ] (Unpublished)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. (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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2013, ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2013, ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2013, ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2014, ] (Unpublished)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. [ nº 22, 2013, ] (Unpublished)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 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, 2011, ] (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. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2012, ] (Unpublished)

This list was generated on Tue Sep 23 03:12:55 2014 CEST.