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SciProfiles: 1722091

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Employment (4)

Edith Cowan University: Joondalup, WA, AU

1996-01-08 to 2013-07-14 | Foundation Professor of Finance (Economics and Finance)
Employment
Source: Self-asserted source
David Allen

Curtin University: Perth, WA, AU

1992-01-15 to 1996-01-06 | Challenge Bank Professor of Finance (Finance)
Employment
Source: Self-asserted source
David Allen

University of Western Australia: Crawley, WA, AU

1986-01-15 to 1992-01-07 | Senior Lecturer (Accounting and Finance)
Employment
Source: Self-asserted source
David Allen

University of Edinburgh: Edinburgh, Edinburgh, GB

1979-09-01 to 1986-01-14
Employment
Source: Self-asserted source
David Allen

Education and qualifications (3)

University of Western Australia: Crawley, WA, AU

1996-04-23 | PhD (Accounting and Finance)
Education
Source: Self-asserted source
David Allen

University of Leicester: Leicester, Leicester, GB

1976-10-01 | M.Phil (Economics)
Education
Source: Self-asserted source
David Allen

University of St Andrews: St. Andrews, Fife, GB

1966-10-01 to 1970-07-01 | MA Hons Econmics (Economics)
Education
Source: Self-asserted source
David Allen

Works (50 of 113)

Items per page:
Page 1 of 3

Optimal Time Series Forecasting Through the GARMA Model

Econometrics
2025-01-08 | Journal article
DOI: 10.3390/econometrics13010003
Contributors: Adel Hassan A. Gadhi; Shelton Peiris; David E. Allen; Richard Hunt
Source: check_circle
Crossref
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Preferred source (of 2)‎

The correlation between Australian Excess Deaths by State and Booster Vaccinations

Medical Research Archives
2024 | Journal article
DOI: 10.18103/mra.v12i7.5485
Part of ISSN: 2375-1916
Contributors: David Allen
Source: Self-asserted source
David Allen

Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN

Journal of Risk and Financial Management
2024-08-23 | Journal article
DOI: 10.3390/jrfm17090380
Contributors: Adel Hassan A. Gadhi; Shelton Peiris; David E. Allen
Source: check_circle
Crossref
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Preferred source (of 2)‎

Excess Deaths and Excess Covid Booster Vaccine Doses – are they related?

Medical Research Archives
2023 | Journal article
DOI: 10.18103/mra.v11i12.4841
Part of ISSN: 2375-1916
Part of ISSN: 2375-1924
Contributors: David Allen
Source: Self-asserted source
David Allen

Was the response to COVID-19 in the West disappointing in terms of comparative outcomes achieved?

Medical Research Archives
2023 | Journal article
DOI: 10.18103/mra.v11i3.3729
Part of ISSN: 2375-1916
Part of ISSN: 2375-1924
Contributors: David Allen
Source: Self-asserted source
David Allen

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility

Risks
2023-10-16 | Journal article
DOI: 10.3390/risks11100179
Contributors: David Edmund Allen; Shelton Peiris
Source: check_circle
Crossref
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Preferred source (of 2)‎

GARMA, HAR and Rules of Thumb for Modelling Realised Volatility

2023-09-06 | Preprint
DOI: 10.20944/preprints202309.0382.v1
Contributors: David Edmund Allen; Shelton Peiris
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

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

Annals of Financial Economics
2023-03 | Journal article
DOI: 10.1142/S2010495222400012
Contributors: David E. Allen; Michael McAleer
Source: check_circle
Crossref

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

Scientometrics
2022-03 | Journal article
DOI: 10.1007/s11192-021-04243-z
Contributors: David E. Allen; Michael McAleer
Source: check_circle
Crossref

Cryptocurrencies, Diversification and the COVID-19 Pandemic

Journal of Risk and Financial Management
2022-02-24 | Journal article
DOI: 10.3390/jrfm15030103
Contributors: David E. Allen
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Vale Professor Michael John McAleer

Sci
2021-12-18 | Journal article
DOI: 10.3390/sci3040048
Contributors: David Allen; Chia-Lin Chang
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes

Risks
2021-11-03 | Journal article
DOI: 10.3390/risks9110195
Contributors: David Allen; Michael McAleer
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE

2020 | Journal article
SOURCE-WORK-ID: BASE:bf8bf39cf468709d2962109626ce91e7367b80358d3e1e2d3f0acf64a18d3fce
Contributors: David E. Allen; Michael McAleer
Source: Self-asserted source
David Allen via BASE - Bielefeld Academic Search Engine

Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?

Journal of Risk and Financial Management
2020-09-07 | Journal article
DOI: 10.3390/jrfm13090202
Contributors: David Edmund Allen
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index

Energies
2020-08-04 | Journal article
DOI: 10.3390/en13154011
Contributors: David E. Allen; Michael McAleer
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates

Journal of Time Series Econometrics
2020-06-25 | Journal article
DOI: 10.1515/jtse-2018-0024
Contributors: Manabu Asai; Shelton Peiris; Michael McAleer; David E. Allen
Source: check_circle
Crossref

Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE

Risks
2020-02-01 | Journal article
DOI: 10.3390/risks8010012
Contributors: David E. Allen; Michael McAleer
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany

2019 | Other
SOURCE-WORK-ID: BASE:189ace207f0d8e410828e086cc42fdacd3bb7fc7bf384cdaa1f087f7492f1d1c
Contributors: David E. Allen; Michael McAleer
Source: Self-asserted source
David Allen via BASE - Bielefeld Academic Search Engine

Risk Analysis and Portfolio Modelling

2019 | Journal article
SOURCE-WORK-ID: BASE:b2638c1b1b39a5556842e0c2671299df88f44d5141d8357fa91c492bfe6dfb8b
Contributors: David Edmund Allen; Elisa Luciano
Source: Self-asserted source
David Allen via BASE - Bielefeld Academic Search Engine

Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany

Sustainability
2019-09-21 | Journal article
DOI: 10.3390/su11195181
Contributors: David E. Allen; Michael McAleer
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Risk Analysis and Portfolio Modelling

Journal of Risk and Financial Management
2019-09-21 | Journal article
DOI: 10.3390/jrfm12040154
Contributors: David Edmund Allen; Elisa Luciano
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models

SSRN Electronic Journal
2018 | Journal article
DOI: 10.2139/ssrn.3191737
Part of ISSN: 1556-5068
Contributors: David Edmund Allen; Vincent James Hooper
Source: Self-asserted source
David Allen via Crossref Metadata Search

Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants

2018 | Journal article
DOI: 10.3390/risks6020052
SOURCE-WORK-ID: BASE:a7ee976bc5219a48000a0b51fe74cadf20ab460c8d0f8be11ca8e4c81c03b96c
Contributors: Rasika Yatigammana; Shelton Peiris; Richard Gerlach; David Edmund Allen
Source: Self-asserted source
David Allen via BASE - Bielefeld Academic Search Engine

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

2018 | Journal article
DOI: 10.3390/en11071627
SOURCE-WORK-ID: BASE:d083df0597b37161c66eae51d6d5387c9d347f78f3c15c218b14e9be477d8851
Contributors: David E. Allen; Michael McAleer
Source: Self-asserted source
David Allen via BASE - Bielefeld Academic Search Engine

Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models

Sustainability
2018-08-01 | Journal article
DOI: 10.3390/su10082695
Contributors: David Allen; Vince Hooper
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change <sup>†</sup>

Sustainability
2018-07 | Journal article
DOI: 10.3390/su10072310
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 3)‎

Practical Aspects of R in Finance, Management Information, and Decision Sciences

SSRN Electronic Journal
2017 | Journal article
DOI: 10.2139/ssrn.3085054
Part of ISSN: 1556-5068
Contributors: David E. Allen
Source: Self-asserted source
David Allen via Crossref Metadata Search

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

SSRN Electronic Journal
2017 | Journal article
DOI: 10.2139/ssrn.3004319
Part of ISSN: 1556-5068
Contributors: David E. Allen; Michael McAleer
Source: Self-asserted source
David Allen via Crossref Metadata Search

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

The North American Journal of Economics and Finance
2017-11 | Journal article
DOI: 10.1016/j.najef.2017.08.009
Contributors: Kok Haur Ng; Shelton Peiris; Jennifer So-kuen Chan; David Allen; Kooi Huat Ng
Source: check_circle
Crossref

Risk Measurement and Risk Modelling Using Applications of Vine Copulas

Sustainability
2017-09 | Journal article
DOI: 10.3390/su9101762
Part of ISSN: 2071-1050
Contributors: David Allen; Michael McAleer; Abhay Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search
grade
Preferred source (of 2)‎

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

Applied Economics
2017-06 | Journal article
DOI: 10.1080/00036846.2017.1340581
Part of ISSN: 0003-6846
Contributors: David E. Allen; Chialin Chang; Michael McAleer; Abhay K Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Tail dependence analysis of stock markets using extreme value theory

Applied Economics
2017-02-03 | Journal article
DOI: 10.1080/00036846.2017.1287858
Part of ISSN: 0003-6846
Contributors: Abhay K. Singh; David E. Allen; Robert J. Powell
Source: Self-asserted source
David Allen via Crossref Metadata Search

A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices

SSRN Electronic Journal
2016 | Journal article
DOI: 10.2139/ssrn.2879261
Part of ISSN: 1556-5068
Contributors: David E. Allen; Chia-Lin Chang; Michael McAleer; Abhay Kumar Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies

SSRN Electronic Journal
2016 | Journal article
DOI: 10.2139/ssrn.2879241
Part of ISSN: 1556-5068
Contributors: David E. Allen; Michael McAleer; Abhay Kumar Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis

Journal of Risk and Financial Management
2016-06 | Journal article
DOI: 10.3390/jrfm9020006
Part of ISSN: 1911-8074
Contributors: David Allen; Michael McAleer; Robert Powell; Abhay Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search
grade
Preferred source (of 2)‎

R in Finance and Economics

2016-06-10 | Book
DOI: 10.1142/10151
Part of ISBN: 9789813144460
Contributors: Abhay Kumar Singh; David Edmund Allen
Source: Self-asserted source
David Allen via Crossref Metadata Search

Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

Risks
2016-03 | Journal article
DOI: 10.3390/risks4010007
Part of ISSN: 2227-9091
Contributors: David Allen; Michael McAleer; Shelton Peiris; Abhay Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Modelling and Forecasting Intraday Market Risk with Application to Stock Indices

SSRN Electronic Journal
2014 | Journal article
DOI: 10.2139/ssrn.2395610
Part of ISSN: 1556-5068
Contributors: Abhay Kumar Singh; David E. Allen; Robert J. Powell
Source: Self-asserted source
David Allen via Crossref Metadata Search

Multivariate Financial Dependence Analysis of Asian Markets Using Vine Copulas

SSRN Electronic Journal
2014 | Journal article
DOI: 10.2139/ssrn.2449932
Part of ISSN: 1556-5068
Contributors: Abhay Kumar Singh; David E. Allen; Robert J. Powell; Krishna Reddy
Source: Self-asserted source
David Allen via Crossref Metadata Search

Semiparametric Autoregressive Conditional Duration Model: Theory and Practice

Econometric Reviews
2014 | Journal article
DOI: 10.1080/07474938.2014.956594
Part of ISSN: 0747-4938
Contributors: Patrick W. Saart; Jiti Gao; David E. Allen
Source: Self-asserted source
David Allen via Crossref Metadata Search

Volatility Spillovers from Australia's Major Trading Partners Across the GFC

SSRN Electronic Journal
2014 | Journal article
DOI: 10.2139/ssrn.2479841
Part of ISSN: 1556-5068
Contributors: David E. Allen; Michael McAleer; Robert J. Powell; Abhay Kumar-Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Asymmetric Realized Volatility Risk

Journal of Risk and Financial Management
2014-06 | Journal article
DOI: 10.3390/jrfm7020080
Part of ISSN: 1911-8074
Contributors: David Allen; Michael McAleer; Marcel Scharth
Source: Self-asserted source
David Allen via Crossref Metadata Search
grade
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YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL

Annals of Financial Economics
2014-06 | Journal article
DOI: 10.1142/s2010495214500043
Part of ISSN: 2010-4952
Contributors: NAGARATNAM JEYASREEDHARAN; DAVID E ALLEN; JOEY WENLING YANG
Source: Self-asserted source
David Allen via Crossref Metadata Search

A Panel-Based Quantile Regression Analysis of Funds of Hedge Funds

Reconsidering Funds of Hedge Funds
2013 | Other
DOI: 10.1016/b978-0-12-401699-6.00016-2
Part of ISBN: 9780124016996
Contributors: David Edmund Allen; Akhmad Kramadibrata; Robert John Powell; Abhay Kumar Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Canada and Australia

Reconsidering Funds of Hedge Funds
2013 | Other
DOI: 10.1016/b978-0-12-401699-6.00031-9
Part of ISBN: 9780124016996
Contributors: David Edmund Allen; Raymond Robert Boffey; Robert John Powell
Source: Self-asserted source
David Allen via Crossref Metadata Search

Due Diligence

Reconsidering Funds of Hedge Funds
2013 | Other
DOI: 10.1016/b978-0-12-401699-6.00004-6
Part of ISBN: 9780124016996
Contributors: David Edmund Allen; Staley Roy; Alford Pearce; Robert John Powell
Source: Self-asserted source
David Allen via Crossref Metadata Search

Intraday Volatility Forecast in Australian Equity Market

SSRN Electronic Journal
2013 | Journal article
DOI: 10.2139/ssrn.2308787
Part of ISSN: 1556-5068
Contributors: Abhay Kumar Singh; David E. Allen; Robert J. Powell
Source: Self-asserted source
David Allen via Crossref Metadata Search

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

SSRN Electronic Journal
2013 | Journal article
DOI: 10.2139/ssrn.2270029
Part of ISSN: 1556-5068
Contributors: David E. Allen; Michael McAleer; Robert J. Powell; Abhay Kumar-Singh
Source: Self-asserted source
David Allen via Crossref Metadata Search

Recent developments in financial economics and econometrics: An overview

The North American Journal of Economics and Finance
2013 | Journal article
DOI: 10.1016/j.najef.2013.02.001
Part of ISSN: 1062-9408
Contributors: Chia-Lin Chang; David Allen; Michael McAleer
Source: Self-asserted source
David Allen via Crossref Metadata Search

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

SSRN Electronic Journal
2013 | Journal article
DOI: 10.2139/ssrn.2253685
Part of ISSN: 1556-5068
Contributors: David E. Allen; Abhay Kumar Singh; Robert J. Powell; Michael McAleer; James W. Taylor; Lyn C. Thomas
Source: Self-asserted source
David Allen via Crossref Metadata Search
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Peer review (3 reviews for 2 publications/grants)

Review activity for Empirical economics. (1)
Review activity for Journal of Climate Finance (2)
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