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 3 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 0 3 20 35
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 3 3 10 28
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 0 0 2 42
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 0 1 6 33
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 0 3 8 50
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 2 17 7 14 19 57
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 1 1 4 67
Does the hashrate affect the bitcoin price? 0 0 0 34 8 14 42 576
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 2 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 1 8 13 333
Everything you always wanted to know about bitcoin modelling but were afraid to ask 1 1 3 207 1 1 7 413
Forecasting German Car Sales Using Google Data and Multivariate Models 0 1 2 122 1 4 8 241
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 0 0 3 81
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 1 5 8 55
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 0 0 6 29
Global oil risks in the early 21st century 0 0 0 73 3 4 5 229
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 3 5 8 137
Long memory and Periodicity in Intraday Volatility 0 0 0 135 0 1 5 329
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 11 11 1 4 21 21
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 2 2 4 115
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 1 3 4 104
Reviewing electricity production cost assessments 0 0 0 78 1 1 3 90
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 2 2 6 202
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 0 2 141
Stablecoins and credit risk: when do they stop being stable? 0 3 30 30 1 12 55 55
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 1 4 135
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 0 0 5 88
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 1 28 1 1 5 37
Total Working Papers 1 5 62 1,641 43 102 301 4,831

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 1 4 266
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 0 0 4 143
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 1 40 1 2 12 172
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 3 6 1 2 6 14
An Econometric Analysis of Financial Data in Risk Management 0 0 1 279 4 7 13 594
Analysis of multidimensional probability distributions with copula functions 0 1 1 185 1 3 6 497
Analysis of multidimensional probability distributions with copula functions. II 0 1 1 160 1 2 2 351
Analysis of multidimensional probability distributions with copula functions. III 0 0 1 136 1 2 4 329
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 1 3 3 12
Big Data for computing social well-being indices of the Russian population 1 1 5 84 2 2 8 234
Credit Risk Management 0 0 2 549 2 2 10 1,755
Credit Risk Management (Cont.) 0 0 0 196 0 1 2 363
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 1 127 2 2 5 709
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 3 5 6 22
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 1 5 1 2 8 27
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 2 8 13 7 15 30 50
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 0 0 0 0 0 0 0
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 2 5 9 62
Dynamic Copula Modelling for Value at Risk 0 0 0 306 0 3 6 642
Econometric Analysis of Financial Data in Risk Management 0 0 1 222 2 2 6 422
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 0 1 3 443
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 1 44 0 0 2 101
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 0 1 376
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 1 1 2 272 3 3 6 669
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 0 1 369 1 2 6 843
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 3 85 0 3 17 376
Forecasting German car sales using Google data and multivariate models 1 1 3 45 3 6 13 184
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 2 6 1 3 6 16
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 12 0 1 7 52
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 3 18 61 4 7 30 183
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 1 3 4 152
Forecasting the real price of oil using online search data 1 2 2 90 1 2 3 196
Global oil risks in the early 21st century 0 0 0 10 1 1 5 86
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 2 2 4 65
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 1 3 3 1 2 15 15
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 0 1 373
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 1 1 2 27
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 1 2 2 3 3
Random Survival Forests Models for SME Credit Risk Measurement 0 0 0 10 0 2 5 28
Reviewing electricity production cost assessments 0 0 0 9 1 1 1 54
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 4 165 7 9 25 501
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 1 1 116
Stablecoins and credit risk: when do they stop being stable? 6 17 17 17 13 37 98 98
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 1 1 124 2 5 7 317
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 4 115 1 1 14 296
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 1 2 9 145
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 0 0 1 94
Total Journal Articles 10 33 91 4,524 77 158 433 12,473

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 1 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 2 2 11

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Statistics updated 2025-12-06