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Singh, Abhay Kumar's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
457 |
Total
Citations
5 |
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1.
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University
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112
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Asset Selection, Factor Model, DEA, Quantile Regression
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CAViaR and the Australian Stock Markets: An Appetiser
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University
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Posted:
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10 May 10
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Last Revised:
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25 Aug 10
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91
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University
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23 Aug 10
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Last Revised:
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25 Aug 10
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40
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VaR, Quantile Regressions, Autoregressive, CAViaR
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University
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10 May 10
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Last Revised:
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23 Aug 10
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51
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VaR, Quantile Regressions, Autoregressive, CAViaR
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3.
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics Singh, Abhay Kumar
Edith Cowan University
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52
(196,850)
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CVaR, Mining Industry, Optimisation
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4.
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics Singh, Abhay Kumar
Edith Cowan University
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52
(196,850)
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2
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Probability of Default, Quantile Regression, Australian Banks, United States Banks
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5.
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Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University
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48
(204,005)
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1
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Bank Risk, Value at Risk, Conditional Value at Risk, Probability of Default, Conditional Probability of Default
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6.
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Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics Allen, David E.
Edith Cowan University - School of Finance and Business Economics Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics Singh, Abhay Kumar
Edith Cowan University
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35
(230,698)
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1
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Quantile Regression, Emerging and speculative companies, extreme risk and return
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7.
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Singh, Abhay Kumar
Edith Cowan University Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Taylor, James W.
University of Oxford - Said Business School Thomas, Lyn C.
University of Southampton - School of Management
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34
(235,417)
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Return-Volatility relationship, quantile regression, copula, copula quantile regression, volatility index, tail dependence
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8.
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Allen, David E.
Edith Cowan University - School of Finance and Business Economics Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics Singh, Abhay Kumar
Edith Cowan University
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26
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Tail risk, emerging Australian companies, extreme risk
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9.
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Singh, Abhay Kumar
Edith Cowan University Allen, David E.
Edith Cowan University - School of Finance and Business Economics Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
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7
(319,459)
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Extreme risk, Asymptotic dependence, VaR, Extreme Value Theory
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Records 1 -
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