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  • Search: person:"Allen, David"
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Year of publication
Subject
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Australia 94 Australien 90 Theorie 86 Theory 86 Börsenkurs 69 Schätzung 66 Share price 65 Estimation 64 Volatility 57 Volatilität 56 Risikomaß 49 USA 49 United States 47 Risk measure 46 Portfolio-Management 43 Portfolio selection 42 Kapitaleinkommen 40 Time series analysis 40 Zeitreihenanalyse 40 Welt 39 Capital income 38 Großbritannien 36 World 36 Credit risk 35 United Kingdom 32 ARCH model 31 ARCH-Modell 31 Arbeitsmobilität 31 Finanzkrise 31 Labour mobility 31 Kreditrisiko 29 Financial crisis 28 Prognoseverfahren 28 Forecasting model 26 Employee retention 23 Mitarbeiterbindung 23 Estimation theory 21 Schätztheorie 21 Nichtparametrisches Verfahren 20 Regression analysis 19
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Online availability
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Free 352 Undetermined 183 CC license 14
Type of publication
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Article 520 Book / Working Paper 447
Subcategories
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Article in journal 305 Working paper 267 Book section 23 Proceedings 16 Review 3
Language
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English 592 Undetermined 369 German 6
Author
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Allen, David E. 403 Allen, David 239 McAleer, Michael 202 Allen, David G. 118 Singh, Abhay Kumar 92 Powell, Robert 90 Singh, Abhay K. 48 Allen, Treb 44 Peiris, Shelton 41 Powell, Robert J. 31 Allen, David E 23 Chang, Chia-Lin 23 Scharth, Marcel 23 Vardaman, James M. 21 Arkolakis, Costas 19 Husted, Bryan W. 18 Allen, David Edmund 17 Smith, Michael 16 Allen, David N. 14 Allen, David B. 13 Allen, David O. 13 Morkel-Kingsbury, Nigel 13 Thomas, Lyn C. 13 ALLEN, DAVID 12 Gao, Jiti 12 Griffeth, Rodger W. 12 McDonald, Garry A. 10 Powell, R. J. 10 SMITH, MICHAEL 10 Soucik, Victor 10 Yang, Wenling 9 Allen, David Bruce 8 Kramadibrata, Akhmad R. 8 Parwada, Jerry T. 8 Rogers, Bryan L. 8 Dhaenens, Andrew J. 7 Webber, Don J. 7 Yang, Joey Wenling 7 Ashraf, Mohammad A. 6 Atkin, David 6
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Institution
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School of Business, Edith Cowan University 17 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 16 School of Finance and Business Economics <Perth, Western Australia> 15 Tinbergen Instituut 15 Department of Economics and Finance, College of Business and Economics 10 National Bureau of Economic Research 10 School of Accounting, Finance and Economics <Perth, Western Australia> 9 Department of Accounting, Economics and Finance, Bristol Business School 8 European Commission / Directorate-General for Environment 8 Institute of Economic Research, Kyoto University 8 Edward Elgar 3 Center for Energy and Environmental Policy Research (CEEPR), Sloan School of Management 2 European Commission / Directorate-General for the Environment 2 European Commission / Joint Research Centre 2 European Environment Agency 2 IUCN (International Union for Conservation of Nature) 2 British National Health Service 1 Center for Advanced Research in Finance, Faculty of Economics 1 Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics 1 International Cocaine Symposium <1, 1985, Bahamas> 1 International Joseph A. Schumpeter Society 1 Managing foreign exchange risk. Cambridge 1983 1 Managing international risk. Cambridge 1983 1 Manpower Services Commission 1 Massachusetts Historical Society 1 Parwada, Jerry, Banking & Finance, Australian School of Business, UNSW 1 School of Business, George Washington University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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Management accounting 88 School of Accounting, Finance and Economics & FEMARC working paper series 73 Discussion paper / Tinbergen Institute 25 Tinbergen Institute Discussion Paper 25 Econometric Institute research papers 18 Human resource management review 18 Working papers / School of Business, Edith Cowan University 17 Documentos de Trabajo del ICAE 16 Journal of Common Market Studies 15 Tinbergen Institute Discussion Papers 15 Working paper series / School of Economics and Finance, Curtin University of Technology 14 Journal of common market studies : JCMS 11 Working paper 11 Applied economics 10 Journal of management 10 NBER working paper series 10 Working Papers in Economics 10 Annals of financial economics 9 Mathematics and Computers in Simulation (MATCOM) 9 Human resource management 8 Journal of Risk and Financial Management 8 KIER Working Papers 8 Working Papers / Department of Accounting, Economics and Finance, Bristol Business School 8 Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology 8 Journal of management : JOM 7 NBER Working Paper 7 Working paper / National Bureau of Economic Research, Inc. 7 Evaluation and Program Planning 6 Group & organization management : an international journal 6 Journal of business and psychology 6 Journal of risk and financial management : JRFM 6 Journal of the Association for Information Science & Technology 6 Applied financial economics 5 Australian journal of management 5 Journal of econometrics 5 Journal of organizational behavior : OB ; the internat. journal of industrial, occupational and organizational psychology and behavior 5 Risks : open access journal 5 The North American journal of economics and finance : a journal of financial economics studies 5 Accounting and Finance 4 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 4
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Source
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ECONIS (ZBW) 532 RePEc 161 OLC EcoSci 158 EconStor 36 USB Cologne (EcoSocSci) 30 Other ZBW resources 26 BASE 24
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Showing 1 - 10 of 715
 
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From social savings to spatial equilibrium : evaluating transportation improvements in quantitative spatial models
Allen, Treb; Fuchs, Simon; Wong, Woan Foong - 2026
How do we evaluate the welfare gains from transport infrastructure investment? We present a quantitative spatial framework that integrates traffic and economic responses to infrastructure improvements and derives the elasticity of aggregate welfare to changes in the transportation network. The...
Persistent link: https://www.econbiz.de/10016063408
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From social savings to spatial equilibrium : evaluating transportation improvements in quantitative spatial models
Allen, Treb; Fuchs, Simon; Wong, Woan Foong - 2026
Book / Working Paper
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From Social Savings to Spatial Equilibrium : Evaluating Transportation Improvements in Quantitative Spatial Models
Allen, Treb; Fuchs, Simon; Wong, Woan Foong - 2026
Book / Working Paper
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Optimal time series forecasting through the GARMA model
Gadhi, Adel Hassan A.; Peiris, Shelton; Allen, David E.; … - 2025
This paper examines the use of machine learning methods in modeling and forecasting time series with long memory through GARMA. By employing rigorous model selection criteria through simulation study, we find that the hybrid GARMA-LSTM model outperforms traditional approaches in forecasting...
Persistent link: https://www.econbiz.de/10015408216
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GANs and synthetic financial data : calculating VaR
Allen, David E.; Mushunje, Leonard; Peiris, Shelton - 2025
Persistent link: https://www.econbiz.de/10015443343
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Evaluating transportation improvements quantitatively : a primer
Allen, Treb; Fuchs, Simon; Wong, Woan Foong - 2025
How do we evaluate the welfare gains from transportation infrastructure investment? We present a quantitative spatial framework that integrates both traffic and economic responses to infrastructure investment and derive the elasticity of aggregate welfare to improvements in the transportation...
Persistent link: https://www.econbiz.de/10015474123
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A commentary on Dhaenens et al. (2025) : understanding mentoring giving from a generalized exchange perspective
Yoshikawa, Katsuhiko; Wu, Chia-Huei; Lee, Hyun-jung - 2026
Persistent link: https://www.econbiz.de/10015666392
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GARMA, HAR and rules of thumb for modelling realized volatility
Allen, David E.; Peiris, Shelton - 2023
This paper features an analysis of the relative effectiveness, in terms of the Adjusted R-Square, of a variety of methods of modelling realized volatility (RV), namely the use of Gegenbauer processes in Auto-Regressive Moving Average format, GARMA, as opposed to Heterogenous Auto-Regressive HAR...
Persistent link: https://www.econbiz.de/10014393082
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The Journal of Management's 50th Reflections 2005-2023
Kacmar, Micki; Allen, David G.; Cropanzano, Russell; … - 2025
Persistent link: https://www.econbiz.de/10015386665
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Creativity during threat to organizational survival : the influence of employee creativity on downsizing survival selection
Halinski, Michael; Boekhorst, Janet A.; Allen, David G.; … - 2025
Persistent link: https://www.econbiz.de/10015386753
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Technology emergence as a structuring process : a complexity theory perspective on blockchain
Marku, Elona; Di Guardo, Maria Chiara; Patriotta, Gerardo; … - 2025
Persistent link: https://www.econbiz.de/10015638370
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Feel the pressure? : normative pressures as a unifying mechanism for relational antecedents of employee turnover
Hom, Peter W.; Rogers, Kristie; Allen, David G.; Zhang, Mian - 2025
Persistent link: https://www.econbiz.de/10015396058
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