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Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E. (contributor); Powell, Robert (contributor) - 2008
Persistent link: https://www.econbiz.de/10003759999
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Industry market value at risk in Australia
Allen, David E. (contributor); Powell, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477132
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CVaR and credit risk measurement
Powell, Robert; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10008667291
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Tail risk for Australian emerging market entities
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410470
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Optimising a mining portfolio using CVaR
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410472
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Peas in a pod : Canadian and Australian banks before and during a Global Financial Crisis
Allen, David E.; Boffey, R. R.; Powell, Robert - 2011
Persistent link: https://www.econbiz.de/10009410482
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Credit risk and real capital : an examination of Swiss banking sector default risk using CVaR
Powell, Robert; Allen, David E. - 2010
Persistent link: https://www.econbiz.de/10008760320
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CAViaR and the Australian stock markets : an appetiser
Allen, David E.; Singh, Abhay Kumar - 2010
Persistent link: https://www.econbiz.de/10008760322
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The fluctuating default risk of Australian banks
Allen, David E.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008760323