David Edmund Allen : Citation Profile

Asia University (51% share)
Edith Cowan University (49% share)

14

H index

26

i10 index

632

Citations

RESEARCH PRODUCTION:

99

Articles

103

Papers

6

Chapters

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 16
   Journals where David Edmund Allen has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 61 (8.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal66
   Updated: 2025-12-27    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Edmund Allen.

Is cited by:

Vo, Duc (25)

Asai, Manabu (12)

Powell, Robert (11)

Tiwari, Aviral (10)

Chang, Chia-Lin (10)

NG, KOK HAUR (7)

Caporin, Massimiliano (6)

Worthington, Andrew (5)

Wong, Wing-Keung (5)

Vinod, Hrishikesh (5)

Pham, Thach (5)

Cites to:

Engle, Robert (51)

Bollerslev, Tim (33)

Diebold, Francis (29)

Bauwens, Luc (21)

Campbell, John (19)

Fama, Eugene (17)

Shephard, Neil (16)

Johansen, Soren (15)

Giot, Pierre (15)

Powell, Robert (14)

Chang, Chia-Lin (14)

Main data

Where David Edmund Allen has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)12
Annals of Financial Economics (AFE)9
Applied Economics8
JRFM7
Risks5
The North American Journal of Economics and Finance4
Accounting and Finance4
Australian Journal of Management4
Applied Economics Letters4
Sustainability4
Energies2
International Review of Financial Analysis2
Pacific-Basin Finance Journal2
Journal of Business Finance & Accounting2
Global Business and Economics Review2
Journal of Econometrics2
Advances in Decision Sciences2
Scientometrics2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico30
Tinbergen Institute Discussion Papers / Tinbergen Institute26
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute17
KIER Working Papers / Kyoto University, Institute of Economic Research9
MPRA Paper / University Library of Munich, Germany6

Recent works citing David Edmund Allen (2025 and 2024)

YearTitle of citing document
2024Examining the Impacts of the Pandemic on the Housing Bubble in Hong Kong. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46.

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2024Bibliometric Insights into Crisis Management: A Review of Key Literature. (2024). Almazyad, Tareq ; Butt, Shamaila ; Esmaeel, Raghed Ibrahim ; Zakuan, Norhayati ; Alrubaiee, Laith ; Ashaari, Azmirul. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:1-34.

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2024FNSPID: A Comprehensive Financial News Dataset in Time Series. (2024). Dong, Zihan ; Peng, Zhiyuan ; Fan, Xinyu. In: Papers. RePEc:arx:papers:2402.06698.

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2024Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow. (2024). Guo, Tian ; Hauptmann, Emmanuel. In: Papers. RePEc:arx:papers:2407.18103.

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2024A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40. (2024). Conrad, Stefan ; Billert, Fabian. In: Papers. RePEc:arx:papers:2409.20397.

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2025Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

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2024Does negative news disclosure induce better decision‐making? Evidence from acquisitions. (2024). Shenoy, Jaideep ; Pintogutierrez, Cristian ; Ghosh, Chinmoy. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:325-372.

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2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024Do optimistic portfolios outperform pessimistic portfolios: Evidence from textual sentiment. (2024). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003847.

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2024Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299.

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2024Asymmetric effects of international oil prices on Chinas PPI in different industries——Research based on NARDL model. (2024). Deng, Xiang ; Xu, Fang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035077.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2024Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024Corporate violations, traditional media and stock returns: Evidence from Chinese listed companies. (2024). Cheng, Gongpin ; Zhang, Zhipeng ; Jiang, Jiaqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401081x.

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2025The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality. (2025). O'Connor, Fergal ; Farrell, Hugh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015216.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2024Sustainable growth in mineral rich BRI countries: Linking institutional performance, Fintech, and green finance to environmental impact. (2024). Chen, Zhi ; Liu, Lei ; Al-Hiyari, Ahmad ; Nassani, Abdelmohsen. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005269.

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2025On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?. (2024). Ramakrishnan, Suresh ; Faisal, Faisal ; Ghazi, Hamid ; Ali, Adnan ; Ur, Sami. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001388.

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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

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2025A multifactor model using large language models and multimodal investor sentiment. (2025). Wen, Jiaqi ; Zhang, Junhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004447.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Market tempo: Decoding information speed across global stock markets. (2024). Ariff, Mohamed ; Bhatti, Ishaq M ; Erfanian, Azadeh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006270.

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2024Travel behavior and system dynamics in a simple gamified automated multimodal network. (2024). Etzioni, Shelly ; Collins, Mor ; Ben-Elia, Eran. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:183:y:2024:i:c:s0965856424001083.

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2024Tailored priority allocation in the bottleneck model with general user heterogeneity. (2024). Geroliminis, Nikolas ; de Palma, Andr ; Yang, Zhenyu. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:190:y:2024:i:c:s0191261524002170.

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2024Financing a capital-constrained supply chain: Equity or debt. (2024). Xu, Xun ; He, Xiuli ; Sethi, Suresh ; Yan, Nina. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:188:y:2024:i:c:s1366554524002059.

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2024Coordinative dispatching of shared and public transportation under passenger flow outburst. (2024). Chen, Xiqun ; Wang, Xiaohan ; Cheong, Taesu ; Xie, Chi. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002461.

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2025Optimizing mixed traffic environments with shared and private autonomous vehicles: An equilibrium analysis of entrance permit and tradable credit strategies. (2025). Nejad, Mark ; Shaygan, Maryam ; Ardecani, Fatemeh Banani. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:194:y:2025:i:c:s1366554524004885.

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2025Optimal spatial-temporal capacity allocation for morning commute with carpool considering parking supply constraint. (2025). Huang, Hai-Jun ; Liu, Tian-Liang ; Xiao, Ling-Ling. In: Transport Policy. RePEc:eee:trapol:v:168:y:2025:i:c:p:157-167.

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2025New Axioms for Dependence Measure and Powerful Tests. (2025). Vinod, Hrishikesh. In: Fordham Economics Discussion Paper Series. RePEc:frd:wpaper:dp2025-02er:dp2025-02.

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2025Renewable Energy Consumption and the Ecological Footprint in Denmark: Assessing the Influence of Financial Development and Agricultural Contribution. (2025). Georgescu, Irina ; Dogan, Mesut ; Etepe, Hamza ; Sarigl, Sevgi Smerli ; Tatar, Havanur Ergn. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:8:p:835-:d:1633325.

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2024Wheat Value Chains and Vertical Price Transmission in South Africa: A Nonlinear Autoregressive Diagnostic Lag Bound Approach. (2024). Hosu, Yiseyon Sunday ; Akande, Joseph ; Swapi, Asemahle. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:12:p:340-:d:1542534.

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2025Factors, Forecasts, and Simulations of Volatility in the Stock Market Using Machine Learning. (2025). Narvez, Alejandro ; Mauricio, David ; Mansilla-Lopez, Juan. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:227-:d:1641248.

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2025Why Do Tourists Visit the Food Market? A Host–Guest Sharing Model Based on the Theory of Self-Regulation. (2025). Zheng, Chenrouyu ; Li, Fengjiao ; Liu, Jiaming ; Zhu, HE ; Lin, Shiran. In: Land. RePEc:gam:jlands:v:14:y:2025:i:2:p:407-:d:1592206.

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2024Is It Necessarily Better for More Commuters to Share a Vehicle?. (2024). Wang, Zhen ; Zhu, Ting ; Huo, Jiazhen ; Chen, Haiyun. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:7106-:d:1459171.

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2024Travel Plan Sharing and Regulation for Managing Traffic Bottleneck Based on Blockchain Technology. (2024). Zhu, Senlai ; Yu, Hantao ; Fan, Congjun. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1611-:d:1339119.

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2025Dynamic Impacts of Economic Growth, Energy Use, Urbanization, and Trade Openness on Carbon Emissions in the United Arab Emirates. (2025). Adela, Hatem Ahmed ; Aldhaheri, Wadeema Binhamoodah ; Ali, Ahmed Hatem. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:5823-:d:1686481.

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2025Data-Driven Risk Warning of Electricity Sales Companies in the Whole Business Process. (2025). Fu, Tianwang ; Chen, Biyun ; Wei, Liming ; Zheng, Rong ; Lin, Zhe ; Liu, Haiwei ; Qin, Zhijun. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:3884-:d:1642590.

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2024IMPACT OF CORPORATE LOAN DELEVERAGING ON BANKING PERFORMANCES IN INDONESIA. (2024). Sultansyah, Fariz Ahmad ; Aryani, Ade Dwi ; Hermawan, Danny ; Harun, Cicilia Anggadewi. In: Working Papers. RePEc:idn:wpaper:wp082024.

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2024ARDL: An R Package for ARDL Models and Cointegration. (2024). Tzeremes, Nickolaos G ; Natsiopoulos, Kleanthis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10487-z.

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2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

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2025Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory. (2025). Wang, Wei ; Liu, Xiaoxiao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10627-z.

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2025US equity announcement risk premia. (2025). Kukacka, Jiri ; Petrasek, Lukas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-024-01372-3.

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2025The exponential HEAVY model: an improved approach to volatility modeling and forecasting. (2025). Xu, Yongdeng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01358-1.

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2025Global decarbonization corresponding with unseasonal land cover change. (2025). Liu, Zhu ; Wang, Lixing ; He, Kehan. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-63144-4.

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2024The impact of the COVID-19 outbreak on intra- and inter-regional domestic travel: Evidence from Spain. (2024). Lvarez-Daz, Marcos ; Otero-Girldez, Mara Soledad ; Gonzlez-Gmez, Manuel ; Chamorro-Rivas, Jos Mara. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:4:p:1039-1061.

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2024Conditional sum of squares estimation of k-factor GARMA models. (2024). Beaumont, Paul ; Smallwood, Aaron D. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00482-y.

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2024Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2.

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2024How does Low-Carbon Development of Logistics and Tourism Contribute to China’s Economy? Evidence from Technological Innovation and Renewable Energy. (2024). Zhang, Yinan ; Guo, Jianquan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01762-x.

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2025Prospects for connectivity and integration between Pakistan and ASEAN + 3 + 3 countries through the lens of optimal currency area theory. (2025). Javaid, Muhammad Nadeem ; Ur, Jamshaid ; Ahmad, Nisar. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-025-02085-y.

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2025The S&P 500 sectoral indices responses to economic news sentiment. (2025). Madani, Mohamed Arbi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2042-2060.

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2024Corporate value, price and dividend policy: A case study of U.S. listed firms. (2024). Boďa, Martin ; Boa, Martin ; Jebek, Radoslav. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:2:p:664-684.

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2024Bubbles Identification in an Emerging Economy and Within Stock Markets of its Trading Partners: Evidence from a GSADF Approach. (2024). Al-Haddad, Lara ; Abdul, Muthanna G ; Salman, Asma ; Maqbool, Naureen ; Ahmed, Mumtaz ; Matac, Liviu Marian ; Pavel, Codruta Daniela. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:19:y:2024:i:04:n:s2010495224500179.

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Works by David Edmund Allen:

YearTitleTypeCited
2018FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP In: Advances in Decision Sciences.
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2018Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2018Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article2
2023Modeling trading games in a stochastic non-life insurance market In: Papers.
[Full Text][Citation analysis]		paper0
2005Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets In: Accounting and Finance.
[Full Text][Citation analysis]		article26
2006Benchmarking Australian fixed interest fund performance: finding the optimal factors In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2009Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance.
[Full Text][Citation analysis]		article14
2012The Global Financial Crisis: some attributes and responses In: Accounting and Finance.
[Full Text][Citation analysis]		article6
1993WHATS SO SUPER ABOUT SUPER? In: Economic Papers.
[Full Text][Citation analysis]		article0
2013Making sense of digital traces: An activity theory driven ontological approach In: Journal of the American Society for Information Science and Technology.
[Full Text][Citation analysis]		article1
1999A Test of the Persistence in the Performance of UK Managed Funds In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article16
2004Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article0
1986Technical Change, Economies of Scope and Contestable Markets In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2013Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica.
[Full Text][Citation analysis]		article14
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers.
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2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 14		paper
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE.
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This paper has nother version. Agregated cites: 14		paper
2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2018Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates.(2018) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Realized Volatility Risk In: Working Papers in Economics.
[Full Text][Citation analysis]		paper20
2010Realized Volatility Risk.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010REALIZED VOLATILITY RISK.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2013Realized Volatility Risk.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 20		paper
2009Realized Volatility Risk.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2013Realized volatility risk.(2013) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2013Recent Developments in Financial Economics and Econometrics: An Overview In: Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2013Recent developments in financial economics and econometrics: An overview.(2013) In: The North American Journal of Economics and Finance.
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2013Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Econometric Institute Research Papers.
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2020PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS In: Annals of Financial Economics (AFE).
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2023Editorial: Statement for the Special Issue in Honor of Michael McAleer In: Annals of Financial Economics (AFE).
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2006Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidders Interests? In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2019Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets In: World Scientific Book Chapters.
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