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 2 3 165
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 0 2 48 0 5 10 141
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 4 8 9 11 28 44
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 3 6 13 31
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 3 3 5 45
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 4 5 10 37
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 1 4 9 51
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 2 17 15 26 34 72
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 1 1 1 1 1 1 1 1
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 0 1 1 67
Does the hashrate affect the bitcoin price? 1 1 1 35 34 45 75 610
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 0 2 3 128
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 0 1 101 8 16 21 341
Everything you always wanted to know about bitcoin modelling but were afraid to ask 3 4 4 210 5 6 10 418
Forecasting German Car Sales Using Google Data and Multivariate Models 0 1 1 122 2 5 9 243
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 2 2 5 83
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 11 14 19 66
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 3 3 9 32
Global oil risks in the early 21st century 0 0 0 73 1 5 6 230
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 1 5 9 138
Long memory and Periodicity in Intraday Volatility 0 0 0 135 2 3 7 331
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 11 11 0 3 21 21
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 2 4 6 117
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 1 4 5 105
Reviewing electricity production cost assessments 0 0 0 78 0 1 3 90
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 6 8 12 208
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 3 3 5 144
Stablecoins and credit risk: when do they stop being stable? 1 3 28 31 5 14 51 60
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 2 3 6 137
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 1 1 6 89
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 1 28 4 5 9 41
Total Working Papers 6 10 62 1,647 129 216 413 4,960

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 5 6 9 271
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 2 2 6 145
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 2 2 3 42 4 6 16 176
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 3 6 3 5 9 17
An Econometric Analysis of Financial Data in Risk Management 0 0 0 279 1 7 12 595
Analysis of multidimensional probability distributions with copula functions 0 1 1 185 0 3 4 497
Analysis of multidimensional probability distributions with copula functions. II 0 1 1 160 2 4 4 353
Analysis of multidimensional probability distributions with copula functions. III 0 0 0 136 1 3 4 330
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 2 4 5 14
Big Data for computing social well-being indices of the Russian population 0 1 4 84 1 3 8 235
Credit Risk Management 0 0 2 549 5 7 13 1,760
Credit Risk Management (Cont.) 0 0 0 196 1 2 3 364
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 9 11 13 718
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 3 7 9 25
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 0 2 7 27
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 2 8 13 32 43 62 82
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 1 1 1 1 2 2 2 2
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 1 5 10 63
Dynamic Copula Modelling for Value at Risk 0 0 0 306 1 4 7 643
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 2 4 7 424
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 1 1 3 444
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 1 44 3 3 4 104
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 3 3 4 379
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 1 2 2 273 5 8 10 674
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 2 2 2 371 6 7 11 849
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 3 85 4 6 20 380
Forecasting German car sales using Google data and multivariate models 0 1 3 45 1 6 13 185
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 1 6 6 9 11 22
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 12 4 5 11 56
Forecasting oil prices with penalized regressions, variance risk premia and Google data 1 2 18 62 4 9 30 187
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 1 4 5 153
Forecasting the real price of oil using online search data 0 1 2 90 0 1 3 196
Global oil risks in the early 21st century 0 0 0 10 2 3 6 88
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 4 6 8 69
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 3 3 5 6 20 20
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 2 2 3 375
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 1 2 27
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 1 6 8 9 9
Random Survival Forests Models for SME Credit Risk Measurement 0 0 0 10 1 2 6 29
Reviewing electricity production cost assessments 0 0 0 9 1 2 2 55
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 3 165 1 9 23 502
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 1 2 2 117
Stablecoins and credit risk: when do they stop being stable? 2 15 19 19 14 39 112 112
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 1 1 124 1 6 8 318
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 2 115 4 5 15 300
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 2 4 11 147
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 2 2 3 96
Total Journal Articles 9 34 87 4,533 161 289 565 12,634

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 1 6
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 0 1 1 5
Total Chapters 0 0 0 0 0 1 2 11

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Statistics updated 2026-01-09