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 0 1 1 180
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 4 4 1 4 19 19
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 0 36 1 3 4 21
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 1 1 3 28
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 0 0 4 42
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 1 4 16 0 1 15 39
Discussing copulas with Sergey Aivazian: a memoir 0 0 2 34 0 3 6 66
Does the hashrate affect the bitcoin price? 0 0 0 34 1 2 6 536
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 0 4 320
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 2 3 206 0 2 5 408
Forecasting German Car Sales Using Google Data and Multivariate Models 0 1 3 121 0 2 8 235
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 46 1 1 5 79
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 0 0 3 47
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 1 17 4 5 6 28
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 1 1 1 130
Long memory and Periodicity in Intraday Volatility 0 0 1 135 1 1 3 325
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 0 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 1 1 3 88
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 93 1 1 3 197
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? 1 20 20 20 5 19 19 19
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 0 0 0 131
The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades 0 1 1 23 1 2 3 85
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 4 27 1 1 9 33
Total Working Papers 1 25 50 1,604 20 52 138 4,582

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 0 1 2 263
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 1 1 3 40 2 4 20 164
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 1 4 4 0 1 9 9
An Econometric Analysis of Financial Data in Risk Management 0 1 4 279 2 5 11 586
Analysis of multidimensional probability distributions with copula functions 0 0 4 184 0 2 11 493
Analysis of multidimensional probability distributions with copula functions. II 0 0 2 159 0 0 3 349
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 1 2 2 81 1 2 4 228
Credit Risk Management 0 0 7 547 0 4 20 1,749
Credit Risk Management (Cont.) 0 0 0 196 0 0 1 361
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 1 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 1 2 3 21
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 1 1 5 6 2 2 17 22
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 0 0 2 53
Dynamic Copula Modelling for Value at Risk 0 0 0 306 0 0 1 636
Econometric Analysis of Financial Data in Risk Management 0 1 4 222 2 3 7 419
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 4 196 0 1 7 441
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 1 1 2 44 1 2 4 101
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 1 17 664
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 1 4 369 0 2 8 839
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 0 1 11 83 1 3 31 362
Forecasting German car sales using Google data and multivariate models 0 0 3 42 0 1 13 172
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 1 1 1 12 1 1 2 46
Forecasting oil prices with penalized regressions, variance risk premia and Google data 1 5 12 48 1 10 31 163
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 1 1 2 194
Global oil risks in the early 21st century 0 0 0 10 0 2 5 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 0 1 1 1 1 9 9 9
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 0 0 0 372
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 1 1 1 26
Random Survival Forests Models for SME Credit Risk Measurement 0 0 3 10 0 0 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 2 6 26 482
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 0 1 123 0 0 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 0 3 5 114 0 4 10 286
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 1 1 2 137
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 6 26 102 4,459 20 74 303 12,114

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

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Statistics updated 2025-03-03