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 1 12 175
A Unified Copula Framework for VaR forecasting 0 0 0 0 2 2 21 515
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 0 48 0 1 25 161
A new framework for firm value using copulas 0 0 0 0 0 1 8 188
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 1 1 9 1 8 59 92
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 0 37 0 3 23 48
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 0 19 1 1 11 53
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 0 22 0 4 31 63
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 1 4 29 76
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 2 19 5 11 84 130
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 10 10 1 1 18 18
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 0 4 128 693
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 0 5 106 1 5 71 396
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 4 210 0 2 26 438
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 1 4 19 257
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 0 1 15 96
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 0 2 37 89
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 1 1 18 0 4 18 47
Global oil risks in the early 21st century 0 0 1 74 0 1 13 238
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 0 2 14 147
Long memory and Periodicity in Intraday Volatility 0 0 0 135 2 4 22 350
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 12 0 1 13 31
Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data 0 2 17 17 0 3 13 13
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 2 3 25 138
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 1 12 113
Reviewing electricity production cost assessments 0 0 1 79 0 0 13 102
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 0 94 1 2 22 222
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 1 5 33 0 2 29 75
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 1 16 150
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 0 20 108
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 0 28 0 3 28 64
Total Working Papers 0 5 51 1,688 18 82 901 5,645

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 0 3 23 288
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 2 8 151
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 1 3 43 0 1 27 197
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 1 1 7 0 1 17 29
An Econometric Analysis of Financial Data in Risk Management 0 0 3 282 1 2 28 616
Analysis of multidimensional probability distributions with copula functions 0 0 2 186 0 1 16 510
Analysis of multidimensional probability distributions with copula functions. II 0 0 2 161 1 4 28 377
Analysis of multidimensional probability distributions with copula functions. III 0 0 1 137 0 2 20 347
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 1 16 26
Big Data for computing social well-being indices of the Russian population 0 0 2 85 0 2 14 246
Credit Risk Management 0 0 0 549 2 3 30 1,783
Credit Risk Management (Cont.) 0 0 0 196 1 2 17 379
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 0 2 22 729
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 2 18 36
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 0 2 22 47
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 3 14 3 6 122 161
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 2 2 0 0 11 11
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 1 1 21 79
Dynamic Copula Modelling for Value at Risk 0 0 1 307 0 2 21 660
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 0 1 13 433
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 1 1 15 458
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 0 44 1 2 16 117
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 1 11 387
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 0 4 275 0 3 24 690
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 2 371 1 2 24 866
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 0 2 86 0 0 22 396
Forecasting German car sales using Google data and multivariate models 0 0 1 45 1 2 17 196
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 6 1 2 26 39
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 12 0 2 14 65
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 1 5 65 0 4 26 204
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 0 2 20 169
Forecasting the real price of oil using online search data 0 0 1 90 0 1 7 202
Global oil risks in the early 21st century 0 0 0 10 0 1 13 98
Long Memory and Periodicity in Intraday Volatility 0 0 0 13 0 3 20 83
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 0 3 1 1 19 33
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 2 2 13 386
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 1 5 31
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 2 0 0 28 29
Random Survival Forests Models for SME Credit Risk Measurement 0 0 1 11 0 2 11 38
Reviewing electricity production cost assessments 0 0 0 9 0 1 10 63
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 2 166 2 4 28 521
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 1 13 128
Stablecoins and credit risk: when do they stop being stable? 1 2 23 27 4 10 80 153
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 0 2 19 331
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 1 2 117 0 3 22 317
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 0 3 21 164
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 2 4 8 102
Total Journal Articles 1 6 65 4,564 25 100 1,026 13,371

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 0 4 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 0 12 22

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Statistics updated 2026-10-11