Zobrazeno 1 - 10
of 259
pro vyhledávání: '"David E. Allen"'
Autor:
David E. Allen, Michael McAleer
Publikováno v:
Risks, Vol 9, Iss 11, p 195 (2021)
The paper features an examination of the link between the behaviour of the FTSE 100 and S&P500 Indexes in both an autoregressive distributed lag ARDL, plus a nonlinear autoregressive distributed lag NARDL framework. The attraction of NARDL is that it
Externí odkaz:
https://doaj.org/article/a2154d3fa1034cdc9ddaeee9f5e1d8ff
Autor:
Robert D. Chambers, Nathanael C. Yoder, Aletha B. Carson, Christian Junge, David E. Allen, Laura M. Prescott, Sophie Bradley, Garrett Wymore, Kevin Lloyd, Scott Lyle
Publikováno v:
Animals, Vol 11, Iss 6, p 1549 (2021)
Collar-mounted canine activity monitors can use accelerometer data to estimate dog activity levels, step counts, and distance traveled. With recent advances in machine learning and embedded computing, much more nuanced and accurate behavior classific
Externí odkaz:
https://doaj.org/article/9b2a5deb49cf445589eab1fc18da7c8a
Autor:
David E. Allen, Michael McAleer
Publikováno v:
Energies, Vol 13, Iss 15, p 4011 (2020)
The paper features an examination of the link between the behaviour of oil prices and DowJones Index in a nonlinear autoregressive distributed lag nonlinear autoregressive distributed lag (NARDL) framework. The attraction of NARDL is that it represen
Externí odkaz:
https://doaj.org/article/2f20496081824cfd8335c27729d233e5
Autor:
David E. Allen, Michael McAleer
Publikováno v:
Risks, Vol 8, Iss 1, p 12 (2020)
The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (
Externí odkaz:
https://doaj.org/article/35b71bd0e40442b0be7710b3c1c4f7bb
Autor:
David E. Allen, Robert Powell
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 5, Iss 1, Pp 57-75 (2011)
This paper compares credit models that incorporate a market component to those that are solely customerbased. We found that customer-only models understated credit risk during the Global Financial Crisis (GFC)and do not adequately differentiate betwe
Externí odkaz:
https://doaj.org/article/88a789035ac04a4c9a7bf62c5df420b3
Autor:
David E. Allen, Michael McAleer
Publikováno v:
Energies, Vol 11, Iss 7, p 1627 (2018)
The purpose of the paper is to explore the relative biases in the estimation of the Full BEKK model as compared with the Diagonal BEKK model, which is used as a theoretical and empirical benchmark. Chang and McAleer et al., 2017 show that univariate
Externí odkaz:
https://doaj.org/article/115ae8c6fbb64abc8d12737f8b972cfb
Publikováno v:
Risks, Vol 4, Iss 1, p 7 (2016)
This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, includin
Externí odkaz:
https://doaj.org/article/34d02b221ebd49969becda2352cf030a
Autor:
David E. Allen, Michael McAleer
Publikováno v:
Scientometrics, 127(3), 1643-1655. Springer Netherlands
Scientometrics
Scientometrics
The paper features an analysis of former President Trump’s early tweets on COVID-19 in the context of Dr. Fauci’s recently revealed email trove. The tweets are analysed using various data mining techniques, including sentiment analysis. These tec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f95653b100714de689769a948c8174a6
https://hdl.handle.net/2123/28253
https://hdl.handle.net/2123/28253
Publikováno v:
Applied Economics. 51:3212-3235
In recent years there has been a tremendous growth in the influx of news related to traded assets in international financial markets. This financial news is now available via print media but also through real-time online sources such as internet news
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d77e7e9577939d479352a25ac52eb64
https://doi.org/10.1080/00036846.2018.1564115
https://doi.org/10.1080/00036846.2018.1564115
Autor:
Robert D. Chambers, Nathanael C. Yoder, Aletha B. Carson, Christian Junge, David E. Allen, Laura M. Prescott, Sophie Bradley, Garrett Wymore, Kevin Lloyd, Scott Lyle
Supplementary Materials Figure S1: Guide to interpreting supplementary videos. The videos listed below follow the template in this frame capture. The source video file is played in an inset (a), and the synchronized accelerometer data is scrolled thr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::250d4713a08d8c89fe1e45c755bc44b7