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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
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School of Accounting, Finance and Economics & FEMARC working paper series
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Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009772595
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Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009711719
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003805629
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