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 7 8 12 174
A Unified Copula Framework for VaR forecasting 0 0 0 0 4 6 18 512
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 48 7 10 24 158
A new framework for firm value using copulas 0 0 0 0 2 3 7 187
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 2 8 8 17 48 72
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 3 9 21 44
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 2 5 12 52
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 3 15 30 59
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 3 11 27 71
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 1 17 8 23 70 110
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 4 10 10 6 12 15 15
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 1 3 10 76
Does the hashrate affect the bitcoin price? 0 1 2 36 14 44 127 672
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 4 5 8 134
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 3 4 104 13 29 59 381
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 0 4 210 7 12 24 434
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 6 7 16 252
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 3 7 15 95
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 9 14 36 86
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 7 7 14 43
Global oil risks in the early 21st century 0 1 1 74 0 3 11 235
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 2 4 14 144
Long memory and Periodicity in Intraday Volatility 0 0 0 135 4 9 19 344
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 12 1 2 12 27
Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data 9 9 9 9 7 7 7 7
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 3 4 21 133
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 1 3 10 111
Reviewing electricity production cost assessments 0 0 1 79 3 6 12 101
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 4 7 20 219
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 1 9 149
Stablecoins and credit risk: when do they stop being stable? 0 0 10 32 2 5 44 70
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 1 3 14 147
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 1 8 20 107
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 0 28 3 8 25 61
Total Working Papers 9 18 52 1,673 149 317 831 5,482

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 3 4 22 285
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 1 1 9 149
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 42 7 12 25 191
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 1 6 5 6 16 27
An Econometric Analysis of Financial Data in Risk Management 0 2 2 281 2 4 24 611
Analysis of multidimensional probability distributions with copula functions 1 1 2 186 2 4 16 509
Analysis of multidimensional probability distributions with copula functions. II 1 1 2 161 3 5 24 373
Analysis of multidimensional probability distributions with copula functions. III 1 1 1 137 4 6 19 345
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 3 4 15 24
Big Data for computing social well-being indices of the Russian population 0 0 2 84 2 3 11 241
Credit Risk Management 0 0 2 549 1 9 31 1,780
Credit Risk Management (Cont.) 0 0 0 196 2 3 15 376
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 3 6 21 726
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 2 2 17 33
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 6 8 20 41
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 1 7 14 16 45 116 141
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 1 2 2 2 4 9 9
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 5 8 24 77
Dynamic Copula Modelling for Value at Risk 0 0 0 306 5 6 16 655
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 4 4 13 432
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 4 6 15 456
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 0 44 2 2 13 114
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 1 1 10 386
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 1 3 274 2 8 20 684
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 2 371 2 6 21 861
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 0 1 85 4 8 20 391
Forecasting German car sales using Google data and multivariate models 0 0 2 45 3 3 19 193
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 1 6 3 7 22 33
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 12 0 2 13 62
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 11 64 2 4 29 198
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 4 8 15 163
Forecasting the real price of oil using online search data 0 0 2 90 1 2 6 200
Global oil risks in the early 21st century 0 0 0 10 0 5 13 96
Long Memory and Periodicity in Intraday Volatility 0 0 0 13 2 3 15 77
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 1 3 4 7 21 32
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 3 4 12 384
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 2 2 3 29
Online Interest in Radical Islam and Terrorist Attacks 1 1 2 2 7 13 26 26
Random Survival Forests Models for SME Credit Risk Measurement 1 1 1 11 1 5 10 35
Reviewing electricity production cost assessments 0 0 0 9 1 2 8 61
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 3 166 6 11 31 517
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 5 8 12 127
Stablecoins and credit risk: when do they stop being stable? 0 4 25 25 2 15 109 140
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 5 9 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 1 1 116 2 6 25 313
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 4 7 17 157
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 1 1 5 98
Total Journal Articles 5 15 80 4,553 151 299 991 13,187

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 4 9
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 3 4 8 12
Total Chapters 0 0 0 0 4 6 12 21

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Statistics updated 2026-05-06