Chang, Chia-Lin; Allen, David; McAleer, Michael - Department of Economics and Finance, College of … - 2013
and volatility series, the economics of data using simple model free volatility in a high frequency world, arbitrage … management, whether the Basel Accord has improved risk management during the global financial crisis, the role of banking … using quantile regression, nonlinear dynamics and recurrence plots for detecting financial crisis, how news sentiment …