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 0 0 162
A Unified Copula Framework for VaR forecasting 0 0 0 0 0 0 0 493
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 1 46 0 0 3 131
A new framework for firm value using copulas 0 0 0 0 1 1 1 180
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 4 4 2 4 18 18
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 0 36 2 2 3 20
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 0 18 0 0 2 40
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 2 21 0 0 2 27
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 0 1 4 42
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 1 4 16 1 1 16 39
Discussing copulas with Sergey Aivazian: a memoir 0 1 2 34 0 4 6 66
Does the hashrate affect the bitcoin price? 0 0 0 34 0 2 7 535
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 0 0 0 125
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 0 1 100 0 2 4 320
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 3 3 206 0 3 5 408
Forecasting German Car Sales Using Google Data and Multivariate Models 0 1 3 121 1 2 8 235
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 1 1 46 0 1 4 78
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 0 1 3 47
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 1 17 1 1 2 24
Global oil risks in the early 21st century 0 0 0 73 0 0 0 224
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 0 0 0 129
Long memory and Periodicity in Intraday Volatility 0 0 1 135 0 1 2 324
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 1 1 2 112
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 0 0 1 100
Reviewing electricity production cost assessments 0 0 1 78 0 0 2 87
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 93 0 0 2 196
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 0 0 0 139
Stablecoins and credit risk: when do they stop being stable? 16 19 19 19 5 14 14 14
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 0 1 131
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 23 1 1 3 84
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 2 4 27 0 2 8 32
Total Working Papers 18 29 50 1,603 15 44 123 4,562


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 0 97 1 1 3 263
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 1 46 0 0 1 139
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 39 2 4 18 162
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 1 2 4 4 1 2 9 9
An Econometric Analysis of Financial Data in Risk Management 0 1 4 279 1 4 9 584
Analysis of multidimensional probability distributions with copula functions 0 0 4 184 0 4 12 493
Analysis of multidimensional probability distributions with copula functions. II 0 0 3 159 0 0 4 349
Analysis of multidimensional probability distributions with copula functions. III 0 1 3 136 0 1 4 326
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 0 0 2 9
Big Data for computing social well-being indices of the Russian population 0 1 1 80 0 1 3 227
Credit Risk Management 0 0 8 547 2 4 23 1,749
Credit Risk Management (Cont.) 0 0 1 196 0 0 2 361
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 2 127 0 2 7 705
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 0 0 1 16
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 1 2 5 0 1 2 20
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 4 5 0 3 15 20
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 0 0 2 53
Dynamic Copula Modelling for Value at Risk 0 0 2 306 0 0 4 636
Econometric Analysis of Financial Data in Risk Management 0 1 5 222 0 1 7 417
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 4 196 0 1 8 441
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 1 43 0 1 3 100
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 0 0 0 375
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 1 5 271 0 6 20 664
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 1 4 369 1 3 9 839
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 1 1 11 83 1 3 32 361
Forecasting German car sales using Google data and multivariate models 0 0 3 42 0 3 14 172
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 1 1 5 0 1 1 11
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 11 0 0 1 45
Forecasting oil prices with penalized regressions, variance risk premia and Google data 3 4 13 47 5 10 36 162
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 0 0 0 148
Forecasting the real price of oil using online search data 0 0 1 88 0 0 1 193
Global oil risks in the early 21st century 0 0 0 10 1 2 6 83
Long Memory and Periodicity in Intraday Volatility 0 0 0 12 0 0 0 61
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 1 1 1 1 8 8 8 8
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 1 134 0 0 1 372
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 0 0 25
Random Survival Forests Models for SME Credit Risk Measurement 0 1 3 10 0 1 4 23
Reviewing electricity production cost assessments 0 0 0 9 0 0 1 53
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 1 5 162 1 7 25 480
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 0 0 0 115
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 1 1 123 0 1 3 310
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 3 8 114 1 5 14 286
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 0 0 1 136
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 0 0 0 93
Total Journal Articles 7 23 108 4,453 25 80 316 12,094


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


Statistics updated 2025-02-05