Do UK stock prices deviate from fundamentals? - David E. Allen; W. Yang (Math. Comput. Simul., 2004)

Long-run underperformance of seasoned equity offerings: Fact or an illusion? - David E. Allen; V. Soucik (Math. Comput. Simul., 2008)

Modelling and managing financial risk: An overview. - David E. Allen; Jiti Gao; Michael McAleer (Math. Comput. Simul., 2009)

Monte Carlo option pricing with asymmetric realized volatility dynamics. - David E. Allen; Michael McAleer; Marcel Scharth (Math. Comput. Simul., 2011)

Volatility spillovers from the Chinese stock market to economic neighbours. - David E. Allen; Ron Amram; Michael McAleer (Math. Comput. Simul., 2013)

Modelling tail credit risk using transition matrices. - David E. Allen; A. R. Kramadibrata; R. J. Powell; Abhay K. Singh (Math. Comput. Simul., 2013)

Risk modelling and management: An overview. - Chia-Lin Chang; David E. Allen; Michael McAleer; Teodosio Pérez-Amaral (Math. Comput. Simul., 2013)

Extreme market risk and extreme value theory. - Abhay K. Singh; David E. Allen; Powell J. Robert (Math. Comput. Simul., 2013)

Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. - David E. Allen; Robert J. Robert; Abhay K. Singh (Eur. J. Oper. Res., 2016)

Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather. - David E. Allen; Michael McAleer (Scientometrics, 2018)

Trump's COVID-19 tweets and Dr. Fauci's emails. - David E. Allen; Michael McAleer (Scientometrics, 2022)