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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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Risk modeling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009771092
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701642
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Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010242810
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
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Asymmetric realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2014
Persistent link: https://www.econbiz.de/10010410196
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010410215
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A gourmet's delight : CAViaR and the Australian stock market
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Applied economics letters 19 (2012) 13/15, pp. 1493-1498
Persistent link: https://www.econbiz.de/10009682474
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A capital adequacy buffer model
Allen, David E.; McAleer, Michael; Powell, R. J.; … - In: Applied economics letters 23 (2016) 1/3, pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
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Hedge fund portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2014
Persistent link: https://www.econbiz.de/10011296524