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Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Digital文書・図像類
Allen, David E., McAleer, Michael, Powell, Robert J., Singh, Abhay K.Institute of Economic Research, Kyoto University2013-05KIER Discussion Paper866
Available onlineOther Libraries in Japan
  • Author HeadingAllen, David E. McAleer, Michael Powell, Robert J. Singh, Abhay K.

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

Volatility spillovers from the US to Australia and China across the GFC
Digital文書・図像類
Allen, David E., McAleer, Michael, Powell, Robert J., Singh, Abhay KumarInstitute of Economic Research, Kyoto University2012-12KIER Discussion Paper838
Available onlineOther Libraries in Japan
  • Author HeadingAllen, David E. McAleer, Michael Powell, Robert J. Singh, Abhay Kumar

Financial Dependence Analysis: Applications of Vine Copulae

Financial Dependence Analysis: Applications of Vine Copulae
Digital文書・図像類
Allen, David E., Ashraf, Mohammad.A., McAleer, Michael, Powell, Robert J., Singh, Abhay K.Institute of Economic Research, Kyoto University2013-01KIER Discussion Paper843
Available onlineOther Libraries in Japan
  • Author HeadingAllen, David E. Ashraf, Mohammad.A. McAleer, Michael Powell, Robert J. Singh, Abhay K.

The Volatility-Return Relationship : Insights from Linear and Non-Linear Quantile Regressions

The Volatility-Return Relationship : Insights from Linear and Non-Linear Quantile Regressions
Digital文書・図像類
Allen, David E., Singh, Abhay K., Powell, Robert J., McAleer, Michael, Taylor, James, Thomas, LynInstitute of Economic Research, Kyoto University2012-11KIER Discussion Paper831
Available onlineOther Libraries in Japan
  • Author HeadingAllen, David E. Singh, Abhay K. Powell, Robert J. McAleer, Michael Taylor, Jame...

Modeling for insight : a master class for business analysts

Modeling for insight : a master class for business analysts
Paper図書
Stephen G. Powell, Robert J. BattJ. Wiley & Sonsc2008
Other Libraries in Japan

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