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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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Risk modelling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009767001
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Risk modelling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009781946
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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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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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Asset selection using factor model and data envelope analysis : a quantile regression approach
Singh, Abhay Kumar; Allen, David E. - 2010
Persistent link: https://www.econbiz.de/10008760318
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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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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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Forecasting profitability and earnings : a study of the UK market (1982 - 2000)
Allen, David E.; Salim, H. M. - In: Applied economics 37 (2005) 17, pp. 2009-2018
Persistent link: https://www.econbiz.de/10003143078
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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E. (contributor); McAleer, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10003097567