David E. Allen

发表

Data Handling in R

Abhay Kumar Singh, David E. Allen, 2017 .

Modelling and managing financial risk: An overview

Michael McAleer, David E. Allen, Jiti Gao, 2009, Math. Comput. Simul..

The "R" Statistics library: Research Applications

Abhay Kumar Singh, David E. Allen, 2012 .

Data Objects in R

Abhay Kumar Singh, David E. Allen, 2017 .

Graphics in R

Abhay Kumar Singh, David E. Allen, 2017 .

Experts' estimates of task durations in software development projects

Lyn C. Thomas, David E. Allen, J Hill, 2000 .

Japanese banks: tail risk and capital buffers

Abhay Kumar Singh, David E. Allen, Robert J. Powell, 2011 .

A semiparametric approach to a nonlinear ACD Model

David E. Allen, Jiti Gao, Pipat Wongsaart, 2009 .

Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather

Michael McAleer, David E. Allen, M. McAleer, 2018, Scientometrics.

Fitting Weibull ACD Models to High Frequency Transactions Data: A Semi-parametric Approach based on Estimating Functions

David E. Allen, Kwan-Hoong Ng, Shelton Peiris, 2009 .

Canadian highway bridge evaluation: load and resistance factors

D. J. Laurie Kennedy, James G. MacGregor, David E. Allen, 1992 .

William Withering and the foxglove

David E. Allen, 1987, Medical History.

Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management

Michael McAleer, David E. Allen, M. McAleer, 2017, Energies.

A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads

Lyn C. Thomas, David E. Allen, Nigel Morkel-Kingsbury, 1998 .

Henry Hobhouse, Seeds of change. Five plants that transformed mankind , London, Sidgwick & Jackson, 1985, 8vo, pp. x, 245, illus., £15.00.

David E. Allen, 1986 .

Econometric modelling in finance and risk management: An overview

Michael McAleer, David E. Allen, Jiti Gao, 2006 .

Monte Carlo option pricing with asymmetric realized volatility dynamics

Michael McAleer, David E. Allen, Marcel Scharth, 2011, Math. Comput. Simul..

Analysis and applications of autoregressive moving average models with stochastic variance

David E. Allen, Shelton Peiris, Ramprasad Bhar, 2006 .

Collectors Harnessed: Research on the British Flora by Nineteenth-Century Amateur Botanists

David E. Allen, D. E. Allen, 2005 .

Optimal planning of an emergency ambulance service

David E. Allen, Colin E. Bell, 1969 .

Efficient modelling and forecasting with range based volatility models and its application

Kooi Huat Ng, David E. Allen, Jennifer S. K. Chan, 2017 .

An Introduction to Generalized Moving Average Models and Applications

Aerambamoorthy Thavaneswaran, David E. Allen, Mahatelge Peiris, 2004 .

Deep Learning Classification of Canine Behavior Using a Single Collar-Mounted Accelerometer: Real-World Validation

Nathanael C. Yoder, David E. Allen, Robert D. Chambers, 2020, bioRxiv.

The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics

David E. Allen, Kwan-Hoong Ng, Shelton Peiris, 2013 .

Applications of recursive estimation methods in statistical process control

Aerambamoorthy Thavaneswaran, David E. Allen, Shelton Peiris, 2003 .

DRAWBACKS IN THE 3-FACTOR APPROACH OF FAMA AND FRENCH (2018)

Michael McAleer, David E. Allen, M. McAleer, 2019, Annals of Financial Economics.

Extreme market risk and extreme value theory

David E. Allen, D. Allen, Abhay K. Singh, 2013, Math. Comput. Simul..

Multivariate GARCH hedge ratios and hedging effectiveness in Australian Futures Markets

David E. Allen, D. Allen, Wenling Yang, 2005 .

Stripping Coupons with Linear Programming

Harry Zheng, Lyn C. Thomas, David E. Allen, 2000 .

Using Quantile Regression to Estimate Capital Buffer Requirements for Japanese Banks

David E. Allen, D. Allen, Abhay K. Singh, 2010 .

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

David E. Allen, Robert J. Powell, D. Allen, 2011 .

A Critique of credit risk models with evidence from mid-cap firms

David E. Allen, Robert J. Powell, Abhay Kumar Singh, 2015 .

Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Real-Time High-Frequency Sentiment Series

Michael McAleer, David E. Allen, M. McAleer, 2014 .

Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Real-Time High-Frequency Sentiment Series

Michael McAleer, David E. Allen, Abhay Kumar Singh, 2015 .

Risk Measurement and Risk Modelling using Applications of Vine Copulas

Michael McAleer, David E. Allen, M. McAleer, 2014 .

Generalised autoregressive models with conditional heteroscedasticity: An application to financial time series modelling

David E. Allen, Shelton Peiris, Udara Peiris, 2005 .

Extreme Market Risk-An Extreme Value Theory Approach

David E. Allen, Robert J. Powell, D. Allen, 2011 .

Asymptotic and Finite Sample Properties of the QMLE for the Log-ACD Model: Application to Australian Stocks*

Michael McAleer, Felix Chan, David E. Allen, 2007 .

EVT and tail-risk modelling: Evidence from market indices and volatility series

David E. Allen, Robert J. Powell, Abhay K. Singh, 2013 .