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 0 162
A Unified Copula Framework for VaR forecasting 0 0 0 0 1 1 1 494
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 1 46 3 3 6 134
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 2 6 6 1 6 24 24
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 0 36 2 3 6 23
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 0 18 0 0 2 40
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 2 21 1 2 4 29
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 2 2 5 44
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 1 16 1 1 10 40
Discussing copulas with Sergey Aivazian: a memoir 0 0 2 34 0 0 6 66
Does the hashrate affect the bitcoin price? 0 0 0 34 5 10 14 545
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 1 1 1 126
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 0 1 100 2 2 6 322
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 3 206 1 2 6 410
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 121 1 1 4 236
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 46 1 2 3 80
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 2 3 6 50
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 1 17 1 5 7 29
Global oil risks in the early 21st century 0 0 0 73 0 0 0 224
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 0 1 1 130
Long memory and Periodicity in Intraday Volatility 0 0 0 135 0 1 2 325
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 1 10 11 11 1 7 15 15
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 0 0 2 112
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 1 2 101
Reviewing electricity production cost assessments 0 0 1 78 1 2 3 89
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 0 93 2 3 3 199
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 1 1 1 140
Stablecoins and credit risk: when do they stop being stable? 2 3 22 22 7 12 26 26
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 2 2 2 133
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 24 2 3 5 87
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 1 1 3 28 2 4 10 36
Total Working Papers 5 17 58 1,621 43 81 184 4,651

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 97 0 0 2 263
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 1 1 140
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 1 3 40 2 4 20 166
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 1 1 5 5 1 2 11 11
An Econometric Analysis of Financial Data in Risk Management 0 0 4 279 1 3 12 587
Analysis of multidimensional probability distributions with copula functions 0 0 3 184 0 0 10 493
Analysis of multidimensional probability distributions with copula functions. II 0 0 2 159 0 0 3 349
Analysis of multidimensional probability distributions with copula functions. III 0 0 3 136 0 0 4 326
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 0 2 9
Big Data for computing social well-being indices of the Russian population 0 2 3 82 1 3 6 230
Credit Risk Management 0 0 3 547 0 0 11 1,749
Credit Risk Management (Cont.) 0 0 0 196 0 0 0 361
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 0 0 6 705
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 0 0 16
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 2 5 0 1 3 21
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 2 6 7 2 5 18 25
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 0 0 2 53
Dynamic Copula Modelling for Value at Risk 0 0 0 306 2 3 4 639
Econometric Analysis of Financial Data in Risk Management 0 0 4 222 0 2 7 419
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 2 196 0 0 3 441
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 1 1 44 0 1 3 101
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 1 1 1 376
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 0 3 271 0 0 11 664
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 2 369 1 1 7 840
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 11 84 5 10 34 371
Forecasting German car sales using Google data and multivariate models 0 1 3 43 0 2 11 174
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 1 5 0 0 1 11
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 1 1 12 1 4 5 49
Forecasting oil prices with penalized regressions, variance risk premia and Google data 1 6 14 53 2 7 30 169
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 0 0 0 148
Forecasting the real price of oil using online search data 0 0 1 88 0 1 2 194
Global oil risks in the early 21st century 0 0 0 10 0 0 4 83
Long Memory and Periodicity in Intraday Volatility 1 1 1 13 1 1 1 62
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 1 1 2 2 2 3 11 11
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 0 0 372
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 1 1 26
Random Survival Forests Models for SME Credit Risk Measurement 0 0 3 10 1 2 5 25
Reviewing electricity production cost assessments 0 0 0 9 0 0 1 53
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 5 163 2 6 23 486
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 23 31 31 31
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 123 1 1 4 311
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 5 115 1 2 11 288
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 1 4 5 140
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 0 0 0 93
Total Journal Articles 6 20 95 4,473 51 102 327 12,196

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 2025-05-12