David Allen

Foundation Professor of Finance

Edith Cowan University

Australia

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Articles (14)

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

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Year:

2024

The correlation between Australian Excess Deaths by State and Booster Vaccinations

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Year:

2024

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

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Year:

2023

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility

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Year:

2023

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

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Year:

2023

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

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Year:

2023

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

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Year:

2022

Cryptocurrencies, Diversification and the COVID-19 Pandemic

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Year:

2022

Vale Professor Michael John McAleer

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Year:

2021

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

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Year:

2021

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

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Year:

2020

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

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Year:

2020

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

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Year:

2020

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

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Year:

2020

Collaborators (2)

Manabu Asai

Full Professor

Soka University

JAPAN

Shelton Peiris

Professor of Statistics

Simon Fraser University

CANADA

David Allen

Research Interests

Explore related searches

Contact this professor

Articles (14)

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

The correlation between Australian Excess Deaths by State and Booster Vaccinations

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

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility

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

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

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

Cryptocurrencies, Diversification and the COVID-19 Pandemic

Vale Professor Michael John McAleer

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

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

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

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

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

Collaborators (2)

Manabu Asai

Shelton Peiris

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