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Research Outputs 2009 2019

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Conference proceeding contribution
2016

The role of Twitter in B2B knowledge exchange and innovation

Cripps, H., Mejtoft, T. & Singh, A. K., 2016, Research papers on knowledge, innovation and enterprise. Ogunleye, J. (ed.). International Conference on Knowledge, Innovation & Enterprise, Vol. 4. p. 27-45 19 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Twitter
Knowledge innovation
Knowledge exchange
Innovation
Social media
2011

Are credit ratings a good measure of capital adequacy?

Allen, D. E., Kramadibrata, A. R., Powell, R. J. & Singh, A. K., 2011, MODSIM 2011: 19th International Congress on Modelling and Simulation: proceedings. Chan, F., Marinova, D. & Anderssen, R. S. (eds.). Canberra, p. 1457-1463 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Credit Rating
Credit Risk
Financial Crisis
Quantile Regression
Requirements

Evaluating extremal dependence in stock markets using Extreme Value Theory

Singh, A. K., Allen, D. E. & Powell, R. J., 1 Dec 2011, MODSIM 2011: 19th International Congress on Modelling and Simulation: proceedings. Chan, F., Marinova, D. & Anderssen, R. S. (eds.). Canberra, p. 1485-1491 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Tail Dependence
Extreme Value Theory
Stock Market
Heteroskedasticity
Financial Risk

Innovative transition matrix techniques for measuring extreme risk: An Australian and U.S. comparison

Allen, D. E., Kramadibrata, A. R., Powell, R. J. & Singh, A. K., 2011, MODSIM 2011: 19th International Congress on Modelling and Simulation: proceedings. Chan, F., Marinova, D. & Anderssen, R. S. (eds.). Canberra, p. 1451-1456 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Transition Matrix
Financial Crisis
Conditional Value at Risk
Extremes
Credit Risk

Value at Risk estimation using Extreme Value Theory

Singh, A. K., Allen, D. E. & Powell, R. J., 2011, MODSIM 2011: 19th International Congress on Modelling and Simulation: proceedings. Chan, F., Marinova, D. & Anderssen, R. S. (eds.). Canberra, p. 1478-1484 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Estimation Theory
Extreme Value Theory
Value at Risk
Extremes
Generalized Autoregressive Conditional Heteroscedasticity