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 1 163
A Unified Copula Framework for VaR forecasting 0 0 0 0 0 0 1 494
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 2 2 48 0 2 6 136
A new framework for firm value using copulas 0 0 0 0 0 0 1 180
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 5 8 4 6 20 32
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 1 1 1 37 1 2 7 25
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 0 1 3 42
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 0 1 5 32
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 1 1 7 47
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 1 2 17 0 1 5 43
Discussing copulas with Sergey Aivazian: a memoir 0 0 1 34 0 0 5 66
Does the hashrate affect the bitcoin price? 0 0 0 34 7 16 30 562
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 0 0 1 126
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 1 1 101 0 3 8 325
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 3 206 0 2 8 412
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 121 1 1 4 237
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 46 0 1 4 81
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 0 0 6 50
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 1 17 0 0 7 29
Global oil risks in the early 21st century 0 0 0 73 1 1 1 225
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 1 2 3 132
Long memory and Periodicity in Intraday Volatility 0 0 0 135 1 1 5 328
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 11 11 0 1 17 17
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 1 1 2 113
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 0 1 101
Reviewing electricity production cost assessments 0 0 1 78 0 0 3 89
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 1 94 0 1 4 200
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 1 2 141
Stablecoins and credit risk: when do they stop being stable? 1 3 27 27 3 12 43 43
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 1 3 134
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 2 24 0 1 6 88
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 3 28 0 0 9 36
Total Working Papers 2 9 65 1,636 21 60 228 4,729

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 1 1 98 0 2 4 265
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 3 4 143
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 1 40 1 4 15 170
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 1 4 6 0 1 7 12
An Econometric Analysis of Financial Data in Risk Management 0 0 1 279 0 0 7 587
Analysis of multidimensional probability distributions with copula functions 0 0 1 184 0 1 9 494
Analysis of multidimensional probability distributions with copula functions. II 0 0 1 159 0 0 1 349
Analysis of multidimensional probability distributions with copula functions. III 0 0 2 136 0 1 3 327
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 0 1 9
Big Data for computing social well-being indices of the Russian population 0 1 4 83 1 2 6 232
Credit Risk Management 0 0 2 549 0 2 9 1,753
Credit Risk Management (Cont.) 0 0 0 196 0 1 1 362
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 1 127 1 1 5 707
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 0 1 17
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 1 5 1 4 6 25
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 4 7 11 3 9 22 35
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 3 4 5 57
Dynamic Copula Modelling for Value at Risk 0 0 0 306 0 0 3 639
Econometric Analysis of Financial Data in Risk Management 0 0 1 222 0 0 4 420
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 0 0 2 442
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 1 44 0 0 2 101
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 0 1 376
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 0 2 271 1 1 11 666
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 1 369 1 1 6 841
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 0 4 84 1 1 23 373
Forecasting German car sales using Google data and multivariate models 0 0 2 44 1 2 11 178
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 2 6 0 0 3 13
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 12 0 2 7 51
Forecasting oil prices with penalized regressions, variance risk premia and Google data 1 2 17 58 1 4 28 176
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 0 1 1 149
Forecasting the real price of oil using online search data 0 0 1 88 0 0 2 194
Global oil risks in the early 21st century 0 0 0 10 1 2 4 85
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 1 1 2 63
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 2 2 0 2 13 13
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 0 1 373
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 0 1 26
Online Interest in Radical Islam and Terrorist Attacks 0 1 1 1 0 1 1 1
Random Survival Forests Models for SME Credit Risk Measurement 0 0 1 10 1 1 4 26
Reviewing electricity production cost assessments 0 0 0 9 0 0 0 53
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 4 164 0 4 22 492
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 0 0 115
Stablecoins and credit risk: when do they stop being stable? 0 0 0 0 3 23 61 61
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 123 0 1 4 312
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 4 115 2 7 15 295
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 0 1 8 143
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 1 1 1 94
Total Journal Articles 2 10 72 4,491 24 91 347 12,315

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 0 5
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 0 0 0 4
Total Chapters 0 0 0 0 0 0 0 9

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Statistics updated 2025-09-05