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 1 1 4 166
A Unified Copula Framework for VaR forecasting 0 0 0 0 12 12 13 506
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 0 2 48 7 10 17 148
A new framework for firm value using copulas 0 0 0 0 4 4 4 184
Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets 0 0 4 8 11 20 37 55
Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models 0 0 1 37 4 10 15 35
Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports 0 0 1 19 2 5 7 47
Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death 0 0 1 22 7 11 17 44
Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure 0 0 0 26 9 10 18 60
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 1 17 15 37 48 87
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 5 6 6 6 2 3 3 3
Discussing copulas with Sergey Aivazian: a memoir 0 0 0 34 6 7 7 73
Does the hashrate affect the bitcoin price? 0 1 1 35 18 60 93 628
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling' 0 0 0 43 1 3 4 129
Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask 0 0 1 101 11 20 32 352
Everything you always wanted to know about bitcoin modelling but were afraid to ask 0 4 4 210 4 10 14 422
Forecasting German Car Sales Using Google Data and Multivariate Models 0 0 1 122 2 5 10 245
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 0 46 5 7 10 88
Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 0 134 6 18 25 72
Forecasting oil prices with penalized regressions, variance risk premia and Google data 0 0 0 17 4 7 12 36
Global oil risks in the early 21st century 0 0 0 73 2 6 8 232
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy 0 0 0 27 2 6 11 140
Long memory and Periodicity in Intraday Volatility 0 0 0 135 4 6 11 335
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 1 1 11 12 4 5 17 25
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data 0 0 0 56 12 16 17 129
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 0 0 0 42 3 5 8 108
Reviewing electricity production cost assessments 1 1 1 79 5 6 8 95
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 0 0 1 94 4 12 16 212
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study 0 0 0 40 4 7 9 148
Stablecoins and credit risk: when do they stop being stable? 1 2 13 32 5 11 51 65
The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? 0 0 0 56 7 9 13 144
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 10 11 15 99
Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading 0 0 1 28 12 17 21 53
Total Working Papers 8 15 51 1,655 205 377 595 5,165

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 10 15 18 281
A copula-VAR-X approach for industrial production modelling and forecasting 0 0 0 46 3 5 9 148
A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies 0 2 3 42 3 8 17 179
Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets 0 0 2 6 4 8 12 21
An Econometric Analysis of Financial Data in Risk Management 0 0 0 279 12 17 23 607
Analysis of multidimensional probability distributions with copula functions 0 0 1 185 8 9 12 505
Analysis of multidimensional probability distributions with copula functions. II 0 0 1 160 15 18 19 368
Analysis of multidimensional probability distributions with copula functions. III 0 0 0 136 9 11 13 339
Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports 0 0 0 0 6 9 11 20
Big Data for computing social well-being indices of the Russian population 0 1 4 84 3 6 11 238
Credit Risk Management 0 0 2 549 11 18 22 1,771
Credit Risk Management (Cont.) 0 0 0 196 9 10 12 373
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 2 13 15 720
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure 0 0 0 1 6 12 15 31
Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death 0 0 0 5 6 7 13 33
Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases 0 0 8 13 14 53 76 96
Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility 0 1 1 1 3 5 5 5
Does the Hashrate Affect the Bitcoin Price? 0 0 0 15 6 9 16 69
Dynamic Copula Modelling for Value at Risk 0 0 0 306 6 7 13 649
Econometric Analysis of Financial Data in Risk Management 0 0 0 222 4 8 11 428
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk 0 0 0 196 6 7 9 450
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel 0 0 1 44 8 11 12 112
Enhanced credit default models for heterogeneous SME segments 0 0 0 140 6 9 10 385
Everything you always wanted to know about bitcoin modelling but were afraid to ask. I 0 2 2 273 2 10 12 676
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 0 2 2 371 6 13 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 3 7 22 383
Forecasting German car sales using Google data and multivariate models 0 1 3 45 5 9 18 190
Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg 0 0 1 6 4 11 15 26
Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility 0 0 1 12 4 8 15 60
Forecasting oil prices with penalized regressions, variance risk premia and Google data 2 3 17 64 7 15 32 194
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis 0 0 0 64 2 4 7 155
Forecasting the real price of oil using online search data 0 1 2 90 2 3 5 198
Global oil risks in the early 21st century 0 0 0 10 3 6 8 91
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 5 11 13 74
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach 0 0 2 3 5 11 17 25
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models 0 0 0 134 5 7 8 380
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data 0 0 0 2 0 1 2 27
Online Interest in Radical Islam and Terrorist Attacks 0 0 1 1 4 12 13 13
Random Survival Forests Models for SME Credit Risk Measurement 0 0 0 10 1 2 7 30
Reviewing electricity production cost assessments 0 0 0 9 4 6 6 59
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries 1 1 4 166 4 12 26 506
Small sample properties of copula-GARCH modelling: a Monte Carlo study 0 0 0 27 2 3 4 119
Stablecoins and credit risk: when do they stop being stable? 2 10 21 21 13 40 125 125
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study 0 0 1 124 2 5 10 320
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 1 115 7 12 21 307
The oil price crash in 2014/15: Was there a (negative) financial bubble? 0 0 0 17 3 6 14 150
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects 0 0 0 25 1 3 4 97
Total Journal Articles 5 24 85 4,538 254 492 794 12,888

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 1 2 7
The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets 0 0 0 0 3 3 4 8
Total Chapters 0 0 0 0 4 4 6 15

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Statistics updated 2026-02-12