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Number of items: 6.

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 33, 2013, ] (Unpublished)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 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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2013, ] (Unpublished)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 [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2014, ] (Unpublished)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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2013, ] (Unpublished)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 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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2014, ] (Unpublished)

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 [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2012, ] (Unpublished)

This list was generated on Sat Jul 26 03:27:49 2014 CEST.