Publication Search Results
Exact matches for:
- Author = Singh AK
1.
Singh AK, Lo KK, Dong C, Zhang P, Trethowan RM, Sharp PJ
Amit K. Singh, Kitty Lo, Chongmei Dong, Peng Zhang, Richard M Trethowan, and Peter J Sharp:
Development of rna-seq-based molecular markers for characterizing thinopyrum bessarabicum and secale introgressions in wheat,
Genome,
63
(2020),
no. 11,
525–534.
2.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
Daily market news sentiment and stock prices,
Applied Economics,
Online
(2019, 14 February),
24 pages.
3.
Allen DE, Kalev P, Peiris MS, Singh AK
David E Allen, Petko Kalev, Shelton Peiris and Abhay K Singh:
Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets,
Handbook of Global Financial Markets; Transformations, Dependence, and Risk Spillovers,
World Scientific Publishing Co.,
Singapore,
(2019),
197–218.
ISBN 978-981-3236-64-6.
4.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Non-Parametric Multiple Change Point Analysis of the Global Financial Crisis,
Annals of Financial Economics,
13
(2018),
no. 2,
23 Pages.
5.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
Risk Measurement and Risk Modelling Using Applications of Vine Copulas,
Sustainability,
9
(2017),
no. 1762,
34 pages.
6.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series,
Applied Economics,
49
(2017),
no. 7,
677–692.
7.
Singh AK, Allen DE, Powell RJ
Abhay K Singh, David E Allen and Robert J Powell:
Tail dependence analysis of stock markets using extreme value theory,
Applied Economics,
Online
(2017),
no. February,
1–12.
8.
Singh AK, Allen DE
Abhay Kumar Singh and David Edmund Allen:
R in Finance and Economics, A Beginner's Guide,
World Scientific Publishing Co.,
USA,
(2017),
264 pages.
ISBN 978-981-3144-46-0.
9.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell, Abhay K Singh:
Volatility Spillovers from Australia's major trading partners across the GFC,
International Review of Economics and Finance,
47
(2017),
159–175.
10.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
Volatility spillover and multivariate volatility impulse response analysis of GFC news events,
Applied Economics,
December 2016
(2016),
18 pages.
11.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis,
Journal of Risk and Financial Management,
9
(2016),
no. 6,
1–18.
12.
Allen DE, McAleer M, Peiris MS, Singh AK
David E Allen, Michael McAleer, Shelton Peiris and Abhay K Singh:
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies,
Risks,
4
(2016),
no. 7,
14 pages.
13.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell, A K Singh:
Take it to the limit: innovative CVaR applications to extreme credit risk measurement,
European Journal of Operational Research,
249
(2016),
no. 2,
465–475.
MR3426988
14.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell and A K Singh:
Quantile regression, VaR and CVAR. An empirical beta comparison of the techniques in relation to credit risk,
Proceedings of the 21st International Congress on Modelling and Simulation,
MODSIM2015,
Australia,
(2015),
1015–1021.
15.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M J McAleer, R Powell and A K Singh:
A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC,
Proceedings of the 21st International Congress on Modelling and Simulation,
MODSIM2015,
Online,
Australia,
(2015),
1008–1014.
16.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell, A K Singh:
Take it to the limit: innovative CVaR applications to extreme credit risk measurement,
European Journal of Operational Research,
249
(2015),
465–475.
17.
Allen DE, McAleer M, Singh AK
D E Allen, M McAleer & A K Singh:
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Real-Time High-Frequency Sentiment Series,
Handbook of High Frequency Trading,
Elsevier B.V.,
New York,
(2015),
327–344.
ISBN 978-012802362.
18.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M McAleer, R J Powell & A K Singh:
A capital adequacy buffer model,
Applied Economics Letters,
Online
(2015),
5 pages.
19.
Allen DE, Powell RJ, Singh AK
David E. Allen, Robert J. Powell, and Abhay K. Singh:
Risk Management and Regulation,
Investment Risk Management,
Oxford University Press,
London,
(2015),
324–.
ISBN ISBN: 9780199331963.
20.
Allen DE, Kalev PS, McAleer M, Singh AK
David E Allen, Petko S Kalev, Michael J McAleer, and Abhay K Singh:
Nonparametric Multiple Change-Point Analysis of the Responses of Asian Markets to the Global Financial Crisis,
Handbook of Asian Finance REITS, Trading and Fund Performance,
Elsevier,
Oxford, UK,
(2014),
267–284.
ISBN 978-0-12-800986-4.
21.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500,
Journal of Risk and Financial Management,
6
(2013),
no. Open Access,
6–30.
| Number of matches: 21 |