| 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 | 399 | 2011 |
| Extreme market risk and extreme value theory AK Singh, DE Allen, PJ Robert Mathematics and computers in simulation 94, 310-328, 2013 | 84 | 2013 |
| The fluctuating default risk of Australian banks DE Allen, R Powell Australian Journal of Management 37 (2), 297-325, 2012 | 66 | 2012 |
| 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 | 64 | 2013 |
| 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 | 58 | 2011 |
| Quantile regression: its application in investment analysis DE Allen, P Gerrans, R Powell, AK Singh Jassa, 7-12, 2009 | 57 | 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 | 52 | 2009 |
| 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 | 47 | 2020 |
| 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 |
| Credit risk measurement methodologies D Allen, R Powell | 45 | 2011 |
| Financial dependence analysis: applications of vine copulas DE Allen, MA Ashraf, M McAleer, RJ Powell, AK Singh Statistica Neerlandica 67 (4), 403-435, 2013 | 44 | 2013 |
| 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 | 43 | 2013 |
| 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 | 32 | 2016 |
| Thoughts on VaR and cVaR DE Allen, RJ Powell Modelling and Simulation Society of Australia and New Zealand, 2007 | 31 | 2007 |
| 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 | 29 | 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 |
| Volatility Spillovers from Australia's major trading partners across the GFC DE Allen, M McAleer, RJ Powell, AK Singh International Review of Economics & Finance 47, 159-175, 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 |
David Edmund AllenSchool of Maths and Statistics University of Sydney, School of Business and Law, Edith Cowan, and在 sydney.edu.au 的电子邮件经过验证
David Edmund AllenSchool of Maths and Statistics University of Sydney, School of Business and Law, Edith Cowan, and在 sydney.edu.au 的电子邮件经过验证