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 1 4 166
A Unified Copula Framework for VaR forecasting 0 0 0 0 2 14 15 508
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 48 3 10 20 151
A new framework for firm value using copulas 0 0 0 0 1 5 5 185
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 4 8 3 23 39 58
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 3 10 17 38
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 3 8 10 50
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 5 16 21 49
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 6 16 24 66
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 1 17 8 38 56 95
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 4 10 10 10 5 8 8 8
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 1 7 8 74
Does the hashrate affect the bitcoin price? 1 2 2 36 15 67 107 643
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 1 2 5 130
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 2 2 3 103 8 27 40 360
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 3 4 210 3 12 17 425
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 0 4 10 245
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 3 10 12 91
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 3 20 28 75
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 0 7 8 36
Global oil risks in the early 21st century 0 0 0 73 1 4 9 233
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 0 3 10 140
Long memory and Periodicity in Intraday Volatility 0 0 0 135 2 8 12 337
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 1 7 12 1 5 15 26
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 0 14 17 129
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 2 6 10 110
Reviewing electricity production cost assessments 0 1 1 79 3 8 10 98
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 2 12 17 214
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 1 8 10 149
Stablecoins and credit risk: when do they stop being stable? 0 2 12 32 2 12 48 67
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 1 10 14 145
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 24 5 16 19 104
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 1 28 5 21 25 58
Total Working Papers 7 21 53 1,662 98 432 670 5,263

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 15 18 281
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 5 9 148
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 2 2 42 3 10 18 182
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 2 6 0 7 12 21
An Econometric Analysis of Financial Data in Risk Management 2 2 2 281 2 15 23 609
Analysis of multidimensional probability distributions with copula functions 0 0 1 185 1 9 13 506
Analysis of multidimensional probability distributions with copula functions. II 0 0 1 160 1 18 20 369
Analysis of multidimensional probability distributions with copula functions. III 0 0 0 136 1 11 14 340
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 8 11 20
Big Data for computing social well-being indices of the Russian population 0 0 3 84 1 5 11 239
Credit Risk Management 0 0 2 549 7 23 29 1,778
Credit Risk Management (Cont.) 0 0 0 196 1 11 13 374
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 12 16 721
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 9 15 31
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 1 7 13 34
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 1 8 14 15 61 89 111
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 1 1 1 0 5 5 5
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 3 10 19 72
Dynamic Copula Modelling for Value at Risk 0 0 0 306 0 7 13 649
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 0 6 9 428
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 1 8 10 451
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 0 44 0 11 11 112
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 9 10 385
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 1 2 3 274 5 12 17 681
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 2 2 371 0 12 16 855
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 0 2 85 0 7 21 383
Forecasting German car sales using Google data and multivariate models 0 0 3 45 0 6 18 190
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 1 6 3 13 18 29
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 12 0 8 14 60
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 3 16 64 0 11 31 194
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 2 5 9 157
Forecasting the real price of oil using online search data 0 0 2 90 1 3 5 199
Global oil risks in the early 21st century 0 0 0 10 2 7 10 93
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 0 9 13 74
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 2 3 2 12 18 27
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 1 8 9 381
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 0 1 27
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 1 4 14 17 17
Random Survival Forests Models for SME Credit Risk Measurement 0 0 0 10 2 4 9 32
Reviewing electricity production cost assessments 0 0 0 9 1 6 7 60
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 4 166 2 7 26 508
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 1 4 5 120
Stablecoins and credit risk: when do they stop being stable? 4 8 25 25 9 36 134 134
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 1 4 11 321
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 2 116 4 15 25 311
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 1 6 14 151
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 0 3 4 97
Total Journal Articles 9 23 88 4,547 79 494 853 12,967

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 3 8
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 1 4 5 9
Total Chapters 0 0 0 0 2 6 8 17

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Statistics updated 2026-03-04