Access Statistics for Dean Fantazzini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting 0 0 0 32 0 0 11 174
A Unified Copula Framework for VaR forecasting 0 0 0 0 0 1 19 513
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 0 48 0 2 24 160
A new framework for firm value using copulas 0 0 0 0 0 0 7 187
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 0 8 1 13 57 85
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 2 3 23 47
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 0 19 0 0 10 52
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 0 22 3 3 30 62
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 2 3 28 74
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 2 2 19 2 11 78 121
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 10 10 0 2 17 17
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 0 0 10 76
Does the hashrate affect the bitcoin price? 0 0 2 36 1 18 135 690
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 0 0 8 134
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 2 5 106 3 13 69 394
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 4 210 0 2 24 436
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 1 2 18 254
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 0 0 14 95
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 1 2 38 88
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 2 2 16 45
Global oil risks in the early 21st century 0 0 1 74 0 2 13 237
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 1 2 15 146
Long memory and Periodicity in Intraday Volatility 0 0 0 135 0 2 19 346
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 12 0 3 13 30
Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data 1 7 16 16 1 4 11 11
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 0 2 23 135
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 1 11 112
Reviewing electricity production cost assessments 0 0 1 79 0 1 13 102
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 0 94 0 1 20 220
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 0 8 149
Stablecoins and credit risk: when do they stop being stable? 0 0 6 32 0 3 33 73
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 2 15 149
The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades 0 0 0 24 0 1 20 108
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 0 28 0 0 25 61
Total Working Papers 1 11 50 1,684 20 101 875 5,583

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach for Firm Value and Default Probability Estimation beyond Merton Models 0 0 0 98 1 1 21 286
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 1 1 7 150
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 42 0 5 27 196
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 0 6 0 1 16 28
An Econometric Analysis of Financial Data in Risk Management 0 1 3 282 0 3 27 614
Analysis of multidimensional probability distributions with copula functions 0 0 2 186 0 0 15 509
Analysis of multidimensional probability distributions with copula functions. II 0 0 2 161 0 0 24 373
Analysis of multidimensional probability distributions with copula functions. III 0 0 1 137 1 1 19 346
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 1 16 25
Big Data for computing social well-being indices of the Russian population 0 1 2 85 2 5 15 246
Credit Risk Management 0 0 0 549 0 0 27 1,780
Credit Risk Management (Cont.) 0 0 0 196 0 1 15 377
Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction 0 0 0 127 1 2 22 728
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 1 17 34
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 0 4 21 45
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 4 14 1 15 124 156
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 2 2 0 2 11 11
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 0 1 24 78
Dynamic Copula Modelling for Value at Risk 0 1 1 307 2 5 21 660
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 1 1 13 433
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 0 1 15 457
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 0 44 0 1 14 115
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 0 10 386
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 1 4 275 3 6 25 690
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 2 371 0 3 24 864
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 2 86 0 5 24 396
Forecasting German car sales using Google data and multivariate models 0 0 1 45 0 1 17 194
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 6 1 5 25 38
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 12 1 2 13 64
Forecasting oil prices with penalized regressions, variance risk premia and Google data 1 1 8 65 2 4 27 202
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 0 4 18 167
Forecasting the real price of oil using online search data 0 0 2 90 0 1 7 201
Global oil risks in the early 21st century 0 0 0 10 0 1 13 97
Long Memory and Periodicity in Intraday Volatility 0 0 0 13 0 3 18 80
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 3 0 0 19 32
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 0 11 384
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 1 4 30
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 2 0 3 28 29
Random Survival Forests Models for SME Credit Risk Measurement 0 0 1 11 2 3 13 38
Reviewing electricity production cost assessments 0 0 0 9 1 2 10 63
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 2 166 1 1 26 518
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 1 1 13 128
Stablecoins and credit risk: when do they stop being stable? 1 1 26 26 4 7 89 147
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 1 1 18 330
The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades 1 1 2 117 1 2 22 315
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 1 5 19 162
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 1 1 6 99
Total Journal Articles 3 8 72 4,561 30 114 1,010 13,301

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractionally Integrated Models for Volatility: A Review 0 0 0 0 0 1 5 10
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 0 0 8 12
Total Chapters 0 0 0 0 0 1 13 22

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Statistics updated 2026-08-07