Access Statistics for Giudici

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 Bayesian h-index: how to measure research impact 0 0 2 45 0 0 4 245
A Poisson autoregressive model to understand COVID-19 contagion dynamics 3 15 163 163 13 61 350 350
A rank graduation accuracy measure 4 4 7 7 0 2 10 10
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 1 1 86 0 2 14 142
Bayesian Credit Ratings (new version) 0 0 0 45 0 0 2 62
Bayesian operational risk models 0 0 5 36 0 1 11 99
Big data models of bank risk contagion 1 3 13 259 3 15 42 299
CoRisk: measuring systemic risk through default probability contagion 0 0 5 151 2 11 110 463
Conditional graphical models for systemic risk measurement 0 3 6 61 0 4 13 126
Credit risk predictions with Bayesian model averaging 1 2 3 72 1 3 9 187
Estimating bank default with generalised extreme value models 0 1 1 78 0 1 5 206
Factorial Network Models To Improve P2P Credit Risk Management 0 0 3 29 0 9 29 78
Financial big data analysis for the estimation of systemic risks 0 4 9 192 1 12 30 377
Graphical network models for international financial flows 1 2 8 146 3 6 31 314
H Index: A Statistical Proposal 0 0 1 53 1 1 7 274
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 33 1 3 22 120
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 2 36 1 2 8 103
How to measure the quality of financial tweets 1 1 3 84 1 3 9 221
Latent Factor Models for Credit Scoring in P2P Systems 1 1 3 20 3 5 16 35
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 4 14 61 61 23 66 273 273
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 1 1 12 12 2 2 12 12
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 2 8 73 0 5 18 126
Measuring contagion risk in international banking 0 0 2 25 3 4 19 42
Measuring risk with ordinal variables 0 1 5 114 1 10 41 359
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 1 97 1 2 10 87
Monetary transmission models for bank interest rates 0 0 6 76 0 1 30 173
NetVIX - A Network Volatility Index of Financial Markets 7 10 10 10 10 14 14 14
Network VAR models to Measure Financial Contagion 4 10 41 41 17 28 62 62
Operational and cyber risks in the financial sector 0 0 1 1 2 5 15 15
Operational and cyber risks in the financial sector 0 2 25 25 4 12 69 69
Systemic risk of Islamic Banks 0 4 7 82 5 12 31 243
Tail Risk Measurement In Crypto-Asset Markets 1 5 32 32 13 27 46 46
Tail Risk Transmission: A Study of Iran Food Industry 0 0 11 11 4 8 32 32
The drivers of cyber risk 0 0 1 1 1 4 18 18
The drivers of cyber risk 0 3 24 24 9 22 103 103
The multivariate nature of systemic risk: direct and common exposures 0 0 0 67 2 2 12 94
Trade Networks and Economic Fluctuations in Asia 0 1 3 25 2 5 12 40
Tree Networks to Assess Financial Contagion 0 0 6 18 2 3 22 43
Total Working Papers 29 90 491 2,391 131 373 1,561 5,562

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to estimate the marginal loss distributions in operational risk management 0 0 3 132 0 4 12 326
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 1 1 2 2 4 12 18 18
A threshold based approach to merge data in financial risk management 0 0 0 38 0 0 4 127
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 1 8 3 5 22 43
Bayesian Networks for enterprise risk assessment 0 0 0 7 0 1 6 37
Bayesian data mining, with application to benchmarking and credit scoring 0 2 3 6 0 2 9 14
Bayesian inference for graphical factor analysis models 0 0 0 16 0 0 0 49
COVID-19 contagion and digital finance 1 4 4 4 6 15 16 16
Categorical network models for systemic risk measurement 0 0 2 12 0 0 6 39
CoRisk: Credit Risk Contagion with Correlation Network Models 0 1 3 6 3 7 27 45
Cyber risk measurement with ordinal data 0 1 3 3 0 5 12 12
Data mining of association structures to model consumer behaviour 0 0 0 87 1 2 8 213
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 0 2 92
Editorial 0 0 0 0 0 0 1 4
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 0 121 0 2 4 325
Estimating bank default with generalised extreme value regression models 0 0 1 7 0 2 6 28
Financial data science 1 5 13 41 9 20 50 148
Graphical Network Models for International Financial Flows 0 0 3 16 1 3 16 54
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 1 3 1 5 22 68
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 0 2 10 21 25
Latent factor models for credit scoring in P2P systems 0 0 7 8 5 12 35 62
Lead Behaviour in Bitcoin Markets 0 0 2 2 7 12 55 55
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 3 0 2 3 16
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 1 4 6
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 0 0 0 25
Measuring bank contagion in Europe using binary spatial regression models 0 0 3 8 0 2 17 48
Measuring contagion risk in international banking 0 0 6 8 6 12 36 47
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 0 2 18
Non parametric statistical models for on-line text classification 0 0 0 18 2 2 3 96
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 0 1 22
On a statistical h index 0 0 0 6 0 0 3 17
On the Gini measure decomposition 0 0 0 54 0 1 1 127
On the distribution of functionals of discrete ordinal variables 0 0 0 6 0 0 0 27
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 1 14 0 0 9 89
Scorecard models for operations management 0 0 0 5 0 0 2 16
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 1 5 0 0 4 18
Statistical models for e-learning data 0 0 0 17 0 0 0 70
Statistical models for operational risk management 2 4 8 33 5 11 31 123
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 0 3 9 15 15
Trade networks and economic fluctuations in Asian countries 0 0 0 0 3 10 21 24
Tree networks to assess financial contagion 0 0 2 2 4 13 28 28
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 0 0 0 2 4 4
What determines bitcoin exchange prices? A network VAR approach 3 6 20 25 6 12 49 65
Total Journal Articles 8 24 89 755 71 196 585 2,701

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Systemic Risk Networks 0 0 3 10 0 0 15 40
Total Chapters 0 0 3 10 0 0 15 40

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03