Search Results - "Allen, David E."

Author index.

Source: Annals of Science; Jan2009 Supplement 1, Vol. 66, p5-77, 73p

GANs and synthetic financial data: calculating VaR.

Authors: Allen, David E. Mushunje, Leonard Peiris, Shelton

Source: Applied Economics. Aug2025, Vol. 57 Issue 37, p5680-5695. 16p.

Hospital Planning.

Authors: Bevan, R. G.¹

Source: Journal of Management Studies (Wiley-Blackwell). Apr1981, Vol. 18 Issue 2, p242-245. 4p.

"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Some Antecedents on Causality.

Authors: Allen, David E. McAleer, Michael

Source: Journal of the American Statistical Association. Mar2022, Vol. 117 Issue 537, p214-224. 11p.

PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS.

Authors: ALLEN, DAVID E. MCALEER, MICHAEL

Source: International Journal of Quantum Information. Dec2020, Vol. 18 Issue 8, pN.PAG-N.PAG. 15p.

FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK?

Authors: ALLEN, DAVID E. MCALEER, MICHAEL

Source: International Journal of Quantum Information. Dec2020, Vol. 18 Issue 8, pN.PAG-N.PAG. 26p.

Drawbacks in the 3-Factor Approach of Fama and French (2018).

Authors: Allen, David E. McAleer, Michael

Source: Annals of Financial Economics. Mar2023, Vol. 18 Issue 1, p1-26. 26p.

Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective.

Authors: Allen, David E. Powell, Robert

Source: Accounting & Finance. Sep2009, Vol. 49 Issue 3, p425-444. 20p. 8 Charts.

Trump's COVID-19 tweets and Dr. Fauci's emails.

Authors: Allen, David E. McAleer, Michael

Source: Scientometrics; Mar2022, Vol. 127 Issue 3, p1643-1655, 13p

Finance: A Theoretical Introduction.

Authors: Brooks, LeRoy D.¹

Source: Journal of Finance (Wiley-Blackwell). Jun84, Vol. 39 Issue 2, p569-571. 3p.

Optimal Time Series Forecasting Through the GARMA Model.

Authors: Gadhi, Adel Hassan A. Peiris, Shelton Allen, David E. et al.

Source: Econometrics (2225-1146). Mar2025, Vol. 13 Issue 1, p3. 23p.

Wheat Value Chains and Vertical Price Transmission in South Africa: A Nonlinear Autoregressive Diagnostic Lag Bound Approach.

Authors: Swapi, Asemahle Akande, Joseph Hosu, Yiseyon Sunday

Source: Economies. Dec2024, Vol. 12 Issue 12, p340. 21p.

Estimating Corporate Bond Market Volatility Using Asymmetric GARCH Models.

Authors: Hadad, Elroi Fridman, Amit Malka Yosef, Rami

Source: Risks. Nov2025, Vol. 13 Issue 11, p224. 16p.

Benchmarking Australian fixed interest fund performance: finding the optimal factors.

Authors: Soucik, Victor Allen, David E.

Source: Accounting & Finance. Dec2006, Vol. 46 Issue 5, p865-898. 34p. 5 Charts.

Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-Vine Copulas and Tail-Risk Modeling.

Authors: Chaiyawat, Thitivadee Guayjarernpanishk, Pannarat

Source: Risks. Sep2025, Vol. 13 Issue 9, p163. 34p.

Evidence of sociality and group foraging in Antarctic minke whales (Balaenoptera bonaerensis).

Authors: Allen, Jenny A. Cade, David E. Casey, Caroline B. et al.

Source: Behavioral Ecology & Sociobiology. May2024, Vol. 78 Issue 5, p1-14. 14p.

Daily market news sentiment and stock prices.

Authors: Allen, David E. McAleer, Michael Singh, Abhay K.

Source: Applied Economics. Jun2019, Vol. 51 Issue 30, p3212-3235. 24p. 12 Charts, 4 Graphs.

Financial dependence analysis: applications of vine copulas.

Authors: Allen, David E. Ashraf, Mohammad A. McAleer, Michael et al.

Source: Statistica Neerlandica. Nov2013, Vol. 67 Issue 4, p403-435. 33p.

A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices.

Authors: Allen, David E. Chang, Chialin McAleer, Michael et al.

Source: Applied Economics. Feb2018, Vol. 50 Issue 7, p804-823. 20p. 12 Charts, 9 Graphs.

Tail dependence analysis of stock markets using extreme value theory.

Authors: Singh, Abhay K. Allen, David E. Powell, Robert J.

Source: Applied Economics. Sep2017, Vol. 49 Issue 45, p4588-4599. 12p. 3 Charts, 4 Graphs.