D. E. Allen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pseudocentralizers and the pseudo Chermak–Delgado lattice of a finite group Communications in Algebra	2025-07-22	Paper
Financial dependence analysis: applications of vine copulas Statistica Neerlandica	2024-06-10	Paper
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality Journal of the American Statistical Association	2023-03-09	Paper
Semiparametric autoregressive conditional duration model: theory and practice Econometric Reviews	2022-06-03	Paper
Modelling tail credit risk using transition matrices Mathematics and Computers in Simulation	2021-02-15	Paper
Volatility spillovers from the Chinese stock market to economic neighbours Mathematics and Computers in Simulation	2021-02-15	Paper
Extreme market risk and extreme value theory Mathematics and Computers in Simulation	2021-02-15	Paper
Cointegrated dynamics for a generalized long memory process: application to interest rates Journal of Time Series Econometrics	2020-09-03	Paper
Take it to the limit: innovative CVaR applications to extreme credit risk measurement European Journal of Operational Research	2016-10-07	Paper
Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks Journal of Econometrics	2016-06-22	Paper
The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics Economics Letters	2014-03-27	Paper
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market Mathematics and Computers in Simulation	2009-06-18	Paper
Long-run underperformance of seasoned equity offerings: Fact or an illusion? Mathematics and Computers in Simulation	2008-06-18	Paper
Applications of recursive estimation methods in statistical process control: a comparison	2007-09-04	Paper
An introduction to generalized moving average models and applications	2006-04-04	Paper
Some statistical models for durations and an application to News Corporation stock prices Mathematics and Computers in Simulation	2005-08-05	Paper
Do UK stock prices deviate from fundamentals? Mathematics and Computers in Simulation	2004-03-14	Paper

Research outcomes over time

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