| The association between paternal sensitivity and infant–father attachment security: A meta-analysis of three decades of research. N Lucassen, A Tharner, MH Van IJzendoorn, MJ Bakermans-Kranenburg, ... Journal of Family Psychology 25 (6), 986, 2011 | 389 | 2011 |
| Extreme market risk and extreme value theory AK Singh, DE Allen, PJ Robert Mathematics and computers in simulation 94, 310-328, 2013 | 85 | 2013 |
| EVT and tail-risk modelling: Evidence from market indices and volatility series DE Allen, AK Singh, RJ Powell The North American Journal of Economics and Finance 26, 355-369, 2013 | 65 | 2013 |
| The fluctuating default risk of Australian banks DE Allen, R Powell Australian Journal of Management 37 (2), 297-325, 2012 | 65 | 2012 |
| Asset pricing, the Fama—French Factor Model and the implications of quantile-regression analysis DE Allen, SR Powell Financial econometrics modeling: Market microstructure, factor models and …, 2011 | 60 | 2011 |
| Quantile regression: its application in investment analysis DE Allen, P Gerrans, R Powell, AK Singh Jassa, 7-12, 2009 | 56 | 2009 |
| Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective DE Allen, R Powell Accounting & Finance 49 (3), 425-444, 2009 | 54 | 2009 |
| Credit risk measurement methodologies D Allen, R Powell | 47 | 2011 |
| Hypoxia inducible factor (HIF)-2α accelerates disease progression in mouse models of leukemia and lymphoma but is not a poor prognosis factor in human AML CE Forristal, AL Brown, FM Helwani, IG Winkler, B Nowlan, V Barbier, ... Leukemia 29 (10), 2075-2085, 2015 | 46 | 2015 |
| Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models A Do, R Powell, J Yong, A Singh The North American Journal of Economics and Finance 54, 101096, 2020 | 44 | 2020 |
| Anybody can do value at risk: a teaching study using parametric computation and Monte Carlo simulation YH Cheung, RJ Powell Australasian Accounting, Business and Finance Journal 6 (5), 101-118, 2013 | 44 | 2013 |
| Financial dependence analysis: applications of vine copulas DE Allen, MA Ashraf, M McAleer, RJ Powell, AK Singh Statistica Neerlandica 67 (4), 403-435, 2013 | 43 | 2013 |
| Thoughts on VaR and cVaR DE Allen, RJ Powell Modelling and Simulation Society of Australia and New Zealand, 2007 | 32 | 2007 |
| Take it to the limit: Innovative CVaR applications to extreme credit risk measurement DE Allen, RJ Powell, AK Singh European Journal of Operational Research 249 (2), 465-475, 2016 | 31 | 2016 |
| Beyond reasonable doubt: multiple tail risk measures applied to European industries DE Allen, RJ Powell, AK Singh Applied Economics Letters 19 (7), 671-676, 2012 | 30 | 2012 |
| Anybody can do value at risk: a nonparametric teaching study YH Cheung, RJ Powell Australasian Accounting, Business and Finance Journal 6 (1), 111-123, 2012 | 30 | 2012 |
| The VaR implementation handbook GN Gregoriou (No Title), 2009 | 30 | 2009 |
| Volatility spillover and multivariate volatility impulse response analysis of GFC news events DE Allen, M McAleer, R Powell, AK Singh Applied Economics 49 (33), 3246-3262, 2017 | 28 | 2017 |
| Structural credit modelling and its relationship to market value at risk: An Australian sectoral perspective DE Allen, R Powell The VaR implementation handbook, 403-414, 2009 | 27 | 2009 |
| Value at risk estimation using extreme value theory AK Singh, DE Allen, RJ Powell Modelling and Simulation Society of Australia and New Zealand, 2011 | 26 | 2011 |
David Edmund AllenSchool of Maths and Statistics University of Sydney, School of Business and Law, Edith Cowan, andVerified email at sydney.edu.au
