Luciana Dalla Valle : Citation Profile


Are you Luciana Dalla Valle?

4

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 3
   Journals where Luciana Dalla Valle has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda322
   Updated: 2022-08-13    RAS profile: 2022-03-09    
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Relations with other researchers


Works with:

Rossini, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luciana Dalla Valle.

Is cited by:

Giudici, Paolo (8)

Cerchiello, Paola (4)

Fantazzini, Dean (4)

Ashraf, Dawood (2)

Aldasoro, Iñaki (2)

Gambacorta, Leonardo (2)

Pasiouras, Fotios (1)

Ferreira, Joao (1)

Greselin, Francesca (1)

Regis, Luca (1)

Li, jianping (1)

Cites to:

Acerbi, Carlo (4)

Artzner, Philippe (2)

Patton, Andrew (2)

Giudici, Paolo (2)

Tasche, Dirk (2)

Schennach, Susanne (1)

Chen, Xiaohong (1)

Allen, David (1)

Kohn, Robert (1)

McAleer, Michael (1)

Lucchetti, Riccardo (Jack) (1)

Main data


Where Luciana Dalla Valle has published?


Journals with more than one article published# docs
Methodology and Computing in Applied Probability2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
UNIMI - Research Papers in Economics, Business, and Statistics / Universit degli Studi di Milano2

Recent works citing Luciana Dalla Valle (2022 and 2021)


YearTitle of citing document
2021Disentangling economic crisis effects from environmental regulation effects: Implications for sustainable development. (2021). Verona, Roberto ; Parenti, Angela ; Occhipinti, Zeila ; Lazzini, Simone. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2332-2353.

Full description at Econpapers || Download paper

2021Analysis of an aggregate loss model in a Markov renewal regime. (2021). Lillo, Rosa E ; Carrizosa, Emilio ; Ramirez-Cobo, Pepa. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308225.

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2021Leveraging non-respondent data in customer satisfaction modeling. (2021). Ayanso, Anteneh ; Zihayat, Morteza ; Mengesha, Nigussie ; Kargar, Mehdi ; Davoudi, Heidar. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:112-126.

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2022Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. (2022). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:113744.

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2021Multivariate distributions of correlated binary variables generated by pair-copulas. (2021). Chaganty, Rao N ; Lin, Huihui. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:8:y:2021:i:1:d:10.1186_s40488-021-00118-z.

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2021Systemic risk and macroeconomic forecasting: A globally applicable copula?based approach. (2021). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1420-1443.

Full description at Econpapers || Download paper

Works by Luciana Dalla Valle:


YearTitleTypeCited
2015Default Probability Estimation via Pair Copula Constructions In: Papers.
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2016Default probability estimation via pair copula constructions.(2016) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 10
article
2013Default Probability Estimation via Pair Copula Constructions.(2013) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 10
paper
2008Statistical Analysis of the Country Selection for Italian SMEs In: UNIMI - Research Papers in Economics, Business, and Statistics.
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paper0
2009Overview about bias in Customer Satisfaction Surveys and focus on self-selection error In: UNIMI - Research Papers in Economics, Business, and Statistics.
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paper0
2018Bayesian non?parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
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article4
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2022Approximate Bayesian conditional copulas In: Computational Statistics & Data Analysis.
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article0
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
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article18
2009Bayesian Copulae Distributions, with Application to Operational Risk Management In: Methodology and Computing in Applied Probability.
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article8
2012Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management In: Methodology and Computing in Applied Probability.
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article0
2018A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live? In: The American Statistician.
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article1
2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
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article0
2015Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance In: Journal of Business Economics and Management.
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article6
2016The Use of Official Statistics in Self-Selection Bias Modeling In: Journal of Official Statistics.
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article2
2018Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates In: Risk Analysis.
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article1

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