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Results 1-5 of 5 (Search time: 0.003 seconds).
|Jan-2009||Extending a SVAR model of the Australian economy||Dungey, M; Pagan, AR|
|Jan-2010||Unobservable shocks as carriers of contagion||Dungey, M; Milunovich, G; Thorp, SJ|
|1-Jan-2015||Equity portfolio diversification with high frequency data||Alexeev, V; Dungey, M|
|1-Jun-2016||Continuous and jump betas: Implications for portfolio diversification||Alexeev, V; Dungey, M; Yao, W|
|1-Jan-2017||Time-varying continuous and jump betas: The role of firm characteristics and periods of stress||Alexeev, V; Dungey, M; Yao, W|