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Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760003
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003805629
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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.; Lazarov, Zdravetz N.; McAleer, Michael; … - 2007
Persistent link: https://www.econbiz.de/10003477122
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Volatility and correlations for stock markets in the emerging economies
Allen, David E.; Golab, A.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008666976
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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Larry and the feds
Allen, David - In: The American journal of economics and sociology 69 (2010) 1, pp. 203-205
Persistent link: https://www.econbiz.de/10003957970
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Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Joey … - 2008
Persistent link: https://www.econbiz.de/10003959771
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Defense acquisition reform : an elusive goal ; 1960 to 2010
Fox, J. Ronald; Allen, David; Lassman, Thomas; Moody, Walton - 2011
Persistent link: https://www.econbiz.de/10009241566
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589