Mauro Bernardi : Citation Profile


Are you Mauro Bernardi?

"Sapienza" Università di Roma

4

H index

1

i10 index

45

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2008 - 2014). See details.
   Cites by year: 7
   Journals where Mauro Bernardi has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe788
   Updated: 2022-11-19    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:

Gil-Alana, Luis (3)

Marczak, Martyna (3)

Caporale, Guglielmo Maria (3)

Proietti, Tommaso (3)

Loperfido, Nicola (3)

Grassi, Stefano (3)

Haas, Markus (3)

Bougherara, Douadia (2)

Cerqueti, Roy (2)

Piet, Laurent (2)

Catania, Leopoldo (2)

Cites to:

Maruotti, Antonello (4)

Kohn, Robert (3)

van Dijk, Herman (3)

Harvey, Andrew (3)

Cooley, Thomas (2)

Giordani, Paolo (2)

Geweke, John (2)

Jasiak, Joann (2)

Füss, Roland (2)

Cho, Jang-Ok (2)

van Dijk, Dick (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 (2022 and 2021)


YearTitle of citing document
2021Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals. (2021). Katja, Ignatieva ; Vitali, Alexeev ; Thusitha, Liyanage. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:1.

Full description at Econpapers || Download paper

2021Hidden semi-Markov-switching quantile regression for time series. (2021). Petrella, Lea ; Maruotti, Antonello ; Sposito, Luca. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000426.

Full description at Econpapers || Download paper

2021A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures. (2021). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:437-465.

Full description at Econpapers || Download paper

Works by Mauro Bernardi:


YearTitleTypeCited
2013Bayesian inference for CoVaR In: Papers.
[Full Text][Citation analysis]
paper5
2014Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors In: Papers.
[Full Text][Citation analysis]
paper5
2011Extracting the Cyclical Component in Hours Worked In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
2012Skew mixture models for loss distributions: A Bayesian approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article19
2012Skew mixture models for loss distributions: a Bayesian approach.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2013Risk measures for skew normal mixtures In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article8
2012Risk measures for Skew Normal mixtures.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team