Mauro Bernardi : Citation Profile


Are you Mauro Bernardi?

"Sapienza" Università di Roma

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2008 - 2014). See details.
   Cites by year: 5
   Journals where Mauro Bernardi has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (12.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe788
   Updated: 2020-01-25    RAS profile: 2014-03-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mauro Bernardi.

Is cited by:

Haas, Markus (3)

Proietti, Tommaso (3)

Caporale, Guglielmo Maria (3)

Grassi, Stefano (3)

Gil-Alana, Luis (3)

Marczak, Martyna (3)

Catania, Leopoldo (2)

Piet, Laurent (2)

Bougherara, Douadia (2)

Loperfido, Nicola (2)

Punzo, Antonio (1)

Cites to:

Maruotti, Antonello (3)

Weron, Rafał (2)

Koopman, Siem Jan (2)

Harvey, Andrew (2)

Cho, Jang-Ok (2)

Shephard, Neil (2)

van Dijk, Dick (2)

Giordani, Paolo (2)

Gropp, Reint (2)

Golden, Lonnie (2)

Füss, Roland (2)

Main data


Where Mauro Bernardi has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Papers / arXiv.org2

Recent works citing Mauro Bernardi (2018 and 2017)


YearTitle of citing document
2018On the role of probability weighting on WTP for crop insurance with and without yield skewness. (2018). Piet, Laurent ; Bougherara, Douadia. In: Working Papers. RePEc:ags:inrasl:279351.

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2018Large deviations for risk measures in finite mixture models. (2018). Petrella, Lea ; Macci, Claudio ; Bignozzi, Valeria. In: Papers. RePEc:arx:papers:1710.03252.

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2017Hidden Markov modelling of sparse time series from non-volcanic tremor observations. (2017). Wang, Ting ; Tsuruoka, Hiroshi ; Obara, Kazushige ; Zhuang, Jiancang. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:4:p:691-715.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2017Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362.

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2018A data-cleaning augmented Kalman filter for robust estimation of state space models. (2018). Proietti, Tommaso ; Marczak, Martyna ; Grassi, Stefano. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:107-123.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2018On generalized log-Moyal distribution: A new heavy tailed size distribution. (2018). Bhati, Deepesh ; Ravi, Sreenivasan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:247-259.

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2018Large deviations for risk measures in finite mixture models. (2018). Bignozzi, Valeria ; Petrella, Lea ; Macci, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:84-92.

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2018Compound unimodal distributions for insurance losses. (2018). Punzo, Antonio ; Maruotti, Antonello ; Bagnato, Luca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:95-107.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2018Spare parts management for irregular demand items. (2018). Costantino, Francesco ; Petrella, Lea ; Patriarca, Riccardo ; di Gravio, Giulio. In: Omega. RePEc:eee:jomega:v:81:y:2018:i:c:p:57-66.

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2017CoVaR of families of copulas. (2017). Durante, Fabrizio ; Bernardi, M ; Jaworski, P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17.

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2017On the Lp-quantiles for the Student t distribution. (2017). Bernardi, Mauro ; Petrella, Lea ; Bignozzi, Valeria. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:77-83.

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2018On the role of probability weighting on WTP for crop insurance with and without yield skewness. (2018). Piet, Laurent ; Bougherara, Douadia. In: Working Papers. RePEc:hal:wpaper:hal-01911611.

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Works by Mauro Bernardi:


YearTitleTypeCited
2013Bayesian inference for CoVaR In: Papers.
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paper4
2014Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors In: Papers.
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paper2
2011Extracting the Cyclical Component in Hours Worked In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2012Skew mixture models for loss distributions: A Bayesian approach In: Insurance: Mathematics and Economics.
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article13
2012Skew mixture models for loss distributions: a Bayesian approach.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Risk measures for skew normal mixtures In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article7
2012Risk measures for Skew Normal mixtures.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2008Extracting the Cyclical Component in Hours Worked: a Bayesian Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2013A dynamic hurdle model for zeroinflated panel count data In: Applied Economics Letters.
[Full Text][Citation analysis]
article2

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