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 8 12 174
A Unified Copula Framework for VaR forecasting 0 0 0 0 0 4 18 512
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 48 1 8 25 159
A new framework for firm value using copulas 0 0 0 0 0 2 7 187
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 0 8 8 22 54 80
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 1 7 22 45
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 0 19 0 2 11 52
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 0 22 0 10 28 59
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 1 6 26 72
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 1 2 18 7 22 75 117
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 10 10 2 9 17 17
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 0 2 10 76
Does the hashrate affect the bitcoin price? 0 0 2 36 0 29 126 672
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 0 4 8 134
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 1 4 104 7 28 66 388
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 4 210 1 10 25 435
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 0 7 16 252
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 0 4 15 95
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 1 12 37 87
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 0 7 14 43
Global oil risks in the early 21st century 0 1 1 74 2 4 13 237
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 1 5 15 145
Long memory and Periodicity in Intraday Volatility 0 0 0 135 1 8 18 345
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 12 2 3 13 29
Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data 6 15 15 15 3 10 10 10
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 2 6 23 135
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 1 10 111
Reviewing electricity production cost assessments 0 0 1 79 1 4 13 102
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 0 5 20 219
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 0 9 149
Stablecoins and credit risk: when do they stop being stable? 0 0 8 32 2 5 41 72
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 2 4 16 149
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 3 20 107
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 0 28 0 3 25 61
Total Working Papers 7 18 53 1,680 45 264 858 5,527

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 1 98 0 4 22 285
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 1 9 149
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 42 0 9 25 191
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 1 6 1 7 17 28
An Econometric Analysis of Financial Data in Risk Management 1 1 3 282 1 3 25 612
Analysis of multidimensional probability distributions with copula functions 0 1 2 186 0 3 16 509
Analysis of multidimensional probability distributions with copula functions. II 0 1 2 161 0 4 24 373
Analysis of multidimensional probability distributions with copula functions. III 0 1 1 137 0 5 19 345
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 1 5 16 25
Big Data for computing social well-being indices of the Russian population 0 0 2 84 2 4 13 243
Credit Risk Management 0 0 0 549 0 2 29 1,780
Credit Risk Management (Cont.) 0 0 0 196 1 3 16 377
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 6 21 727
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 2 16 33
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 4 11 24 45
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 7 14 4 34 119 145
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 1 2 2 2 6 11 11
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 1 6 25 78
Dynamic Copula Modelling for Value at Risk 1 1 1 307 2 8 18 657
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 0 4 12 432
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 0 5 14 456
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 0 44 1 3 14 115
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 1 10 386
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 0 3 274 2 5 21 686
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 2 371 1 7 22 862
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 0 1 85 3 11 22 394
Forecasting German car sales using Google data and multivariate models 0 0 1 45 1 4 18 194
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 6 2 6 22 35
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 12 1 3 14 63
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 8 64 2 6 28 200
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 2 8 17 165
Forecasting the real price of oil using online search data 0 0 2 90 0 1 6 200
Global oil risks in the early 21st century 0 0 0 10 1 4 14 97
Long Memory and Periodicity in Intraday Volatility 0 0 0 13 2 5 17 79
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 3 0 5 21 32
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 3 11 384
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 2 3 29
Online Interest in Radical Islam and Terrorist Attacks 0 1 2 2 2 11 28 28
Random Survival Forests Models for SME Credit Risk Measurement 0 1 1 11 0 3 10 35
Reviewing electricity production cost assessments 0 0 0 9 1 2 9 62
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 2 166 0 9 29 517
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 7 12 127
Stablecoins and credit risk: when do they stop being stable? 0 0 25 25 1 7 103 141
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 0 8 18 329
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 1 116 0 2 25 313
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 3 9 18 160
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 0 1 5 98
Total Journal Articles 2 8 74 4,555 45 265 1,008 13,232

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 1 2 5 10
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 0 3 8 12
Total Chapters 0 0 0 0 1 5 13 22

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Statistics updated 2026-06-04