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


Statistics updated 2021-01-03