David E. Allen

11 papers Journal 11

Year	Rank	Type	Title / Venue / Authors
2022	J	`jnl`	Trump's COVID-19 tweets and Dr. Fauci's emails. Scientometrics David E. Allen, Michael McAleer
2018	J	`jnl`	Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather. Scientometrics David E. Allen, Michael McAleer
2016	J	`jnl`	Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. Eur. J. Oper. Res. David E. Allen, Robert J. Robert, Abhay K. Singh
2013	J	`jnl`	Extreme market risk and extreme value theory. Math. Comput. Simul. Abhay K. Singh, David E. Allen, Powell J. Robert
2013	J	`jnl`	Modelling tail credit risk using transition matrices. Math. Comput. Simul. David E. Allen, A. R. Kramadibrata, R. J. Powell, Abhay K. Singh
2013	J	`jnl`	Risk modelling and management: An overview. Math. Comput. Simul. Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral
2013	J	`jnl`	Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. David E. Allen, Ron Amram, Michael McAleer
2011	J	`jnl`	Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. David E. Allen, Michael McAleer, Marcel Scharth
2009	J	`jnl`	Modelling and managing financial risk: An overview. Math. Comput. Simul. David E. Allen, Jiti Gao, Michael McAleer
2008	J	`jnl`	Long-run underperformance of seasoned equity offerings: Fact or an illusion? Math. Comput. Simul. David E. Allen, V. Soucik
2004	J	`jnl`	Do UK stock prices deviate from fundamentals? Math. Comput. Simul. David E. Allen, W. Yang