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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market

Allen, David E.; Lazarov, Zdravetz N.; McAleer, Michael; … - 2007

Persistent link: https://www.econbiz.de/10003477122

Volatility Spillovers from Australia's Major Trading Partners Across the GFC

Allen, David E. - 2014

This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 1st January 2004 to 30th June 2014. This captures the impact of the Global Financial Crisis (GFC). These markets...

Persistent link: https://www.econbiz.de/10013049205

Volatility spillovers from the US to Australia and China across the GFC

Allen, David E.; McAleer, Michael; Powell, R. J.; … - 2013

Persistent link: https://www.econbiz.de/10009724110

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

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175

Persistent link: https://www.econbiz.de/10011740133

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014

This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global Financial Crisis (GFC). These...

Persistent link: https://www.econbiz.de/10010391535