David E. Allen

According to our database, David E. Allen authored at least 11 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

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

David E. Allen, Michael McAleer

Scientometrics, 2022

2018

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

David E. Allen, Michael McAleer

Scientometrics, 2018

2016

Take it to the limit: Innovative CVaR applications to extreme credit risk measurement.

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

Eur. J. Oper. Res., 2016

2013

Extreme market risk and extreme value theory.

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

Math. Comput. Simul., 2013

Risk modelling and management: An overview.

Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral

Math. Comput. Simul., 2013

Modelling tail credit risk using transition matrices.

David E. Allen, A. R. Kramadibrata, R. J. Powell, Abhay K. Singh

Math. Comput. Simul., 2013

Volatility spillovers from the Chinese stock market to economic neighbours.

David E. Allen, Ron Amram, Michael McAleer

Math. Comput. Simul., 2013

2011

Monte Carlo option pricing with asymmetric realized volatility dynamics.

David E. Allen, Michael McAleer, Marcel Scharth

Math. Comput. Simul., 2011

2009

Modelling and managing financial risk: An overview.

David E. Allen, Jiti Gao, Michael McAleer

Math. Comput. Simul., 2009

2008

Long-run underperformance of seasoned equity offerings: Fact or an illusion?

David E. Allen, V. Soucik

Math. Comput. Simul., 2008

2004

Do UK stock prices deviate from fundamentals?

David E. Allen, W. Yang

Math. Comput. Simul., 2004