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Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Wenling - In: Annals of financial economics 9 (2014) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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A closer look at the characteristics of stock holdings of foreign and local investors in the Indonesian stock exchange (IDX)
Sudiman, Josephine; Allen, David E.; Powell, Robert - In: Annals of financial economics 8 (2013) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010192087
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The contribution of foreign investors to price discovery in the Indonesian stock exchange
Sudiman, Josephine; Allen, David E.; Powell, Robert - In: Annals of financial economics 8 (2013) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10010250271
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Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Annals of financial economics 13 (2018) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
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Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.; McAleer, Michael - In: Annals of financial economics 15 (2020) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
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Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.; McAleer, Michael - In: Annals of financial economics 15 (2020) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
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Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.; McAleer, Michael - In: Annals of financial economics 18 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
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Editorial : statement for the special issue in honor of Michael McAleer
Allen, David; Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 18 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014442364
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Special Issue in Honour of Professor Michael McAleer
Allen, David (ed.); Alghalith, Moawia (ed.);  … - 2023
Persistent link: https://www.econbiz.de/10014442457