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Number of items: 8.

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 33, 2013, ] (Unpublished)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 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 ]

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 ]

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2013, ] (Unpublished)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 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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2015, ISSN: 2341-2356 ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2013, ] (Unpublished)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 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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2012, ] (Unpublished)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 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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2016, ISSN: 2341-2356 ] (Unpublished)

This list was generated on Wed Dec 2 17:33:01 2020 CET.