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 30 4 5 7 152
A Unified Copula Framework for VaR forecasting 0 0 0 0 1 1 7 489
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 1 36 36 5 10 86 86
A new framework for firm value using copulas 0 0 0 0 0 0 2 175
Discussing copulas with Sergey Aivazian: a memoir 2 2 2 2 4 4 4 4
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 1 2 9 112
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 0 3 89 1 3 16 273
Everything you always wanted to know about bitcoin modelling but were afraid to ask 1 5 14 187 3 9 40 337
Forecasting German Car Sales Using Google Data and Multivariate Models 0 2 8 105 1 4 33 183
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 3 44 3 19 43 64
Global oil risks in the early 21st century 0 1 1 71 1 3 12 213
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 26 1 1 19 109
Long memory and Periodicity in Intraday Volatility 0 0 4 128 0 3 22 301
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 1 55 0 1 13 95
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 1 3 41 1 5 12 93
Reviewing electricity production cost assessments 0 0 0 76 1 2 7 78
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 6 6 6 6 12 12 12 12
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 1 39 1 2 10 125
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 2 3 52 2 4 8 106
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 18 18 0 3 44 44
Total Working Papers 9 20 103 1,048 42 93 406 3,051


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 1 1 2 91 1 2 10 242
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 45 0 1 4 134
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 1 4 4 3 11 20 20
An Econometric Analysis of Financial Data in Risk Management 0 1 7 248 3 6 25 492
Analysis of multidimensional probability distributions with copula functions 0 1 9 168 0 5 23 445
Analysis of multidimensional probability distributions with copula functions. II 0 1 7 144 1 6 22 313
Analysis of multidimensional probability distributions with copula functions. III 0 2 8 124 1 4 14 302
Big Data for computing social well-being indices of the Russian population 0 3 23 57 2 6 45 175
Credit Risk Management 2 4 14 499 4 10 57 1,482
Credit Risk Management (Cont.) 1 2 4 183 2 6 37 332
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 1 2 114 2 5 18 609
Dynamic Copula Modelling for Value at Risk 0 3 6 283 0 6 14 572
Econometric Analysis of Financial Data in Risk Management 0 1 2 207 0 2 18 368
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 1 2 2 183 1 5 14 360
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 1 2 35 0 2 6 81
Enhanced credit default models for heterogeneous SME segments 0 0 3 138 1 1 12 368
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 0 14 233 3 4 41 521
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 2 6 27 327 5 13 64 746
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 1 55 0 7 22 258
Forecasting German car sales using Google data and multivariate models 1 2 6 23 1 5 27 82
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 2 7 8 0 3 23 29
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 3 4 63 0 3 8 142
Forecasting the real price of oil using online search data 0 1 8 72 0 4 16 152
Global oil risks in the early 21st century 1 1 1 7 1 1 9 64
Long Memory and Periodicity in Intraday Volatility 0 0 2 12 0 0 10 54
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 3 126 0 0 6 347
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 0 0 0 2 2
Reviewing electricity production cost assessments 1 1 1 8 3 4 8 43
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 0 0 4 4 4 4
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 1 3 110
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 1 10 117 0 1 28 293
The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades 6 19 67 67 10 29 182 182
The oil price crash in 2014/15: Was there a (negative) financial bubble? 2 3 4 11 3 5 9 84
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 1 24 0 0 4 88
Total Journal Articles 18 64 251 3,703 51 162 805 9,496


Statistics updated 2020-09-04