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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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Economic cycles and downside commodities risk
Powell, Robert; Duc Hong Vo; Thach Ngoc Pham - In: Applied economics letters 25 (2018) 4, pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
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Beyond reasonable doubt : multiple tail risk measures applied to European industries
Allen, David E.; Powell, Robert John; Singh, Abhay Kumar - In: Applied economics letters 19 (2012) 7/9, pp. 671-676
Persistent link: https://www.econbiz.de/10009631004
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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