Annalisa Di Clemente : Citation Profile


"Sapienza" Università di Roma

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 0
   Journals where Annalisa Di Clemente has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi508
   Updated: 2025-01-10    RAS profile: 2022-06-13    
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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 Annalisa Di Clemente.

Is cited by:

Foglia, Matteo (2)

Beuermann, Diether (1)

Lamouchi, Ali (1)

Bernales, Alejandro (1)

Cites to:

Gordy, Michael (4)

Tasche, Dirk (4)

Sironi, Andrea (2)

merton, robert (2)

Acerbi, Carlo (2)

Brownlees, Christian (2)

DIETSCH, Michel (2)

Engle, Robert (2)

Dietsch, Michel (2)

Acharya, Viral (2)

Artzner, Philippe (1)

Main data


Production by document typearticle200520062007200820092010201120122013201420152016201720182019202000.511.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320240123Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720182019202002.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents123402.557.5Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Annalisa Di Clemente has published?


Journals with more than one article published# docs
STUDI ECONOMICI4
Economic Notes3

Recent works citing Annalisa Di Clemente (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

Full description at Econpapers || Download paper

Works by Annalisa Di Clemente:


Year  ↓Title  ↓Type  ↓Cited  ↓
2010Advanced approaches for measuring total banking capital In: BANCARIA.
[Full Text][Citation analysis]
article0
2014Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books In: Economic Notes.
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article0
2015Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness In: Economic Notes.
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article0
2018Estimating the Marginal Contribution to Systemic Risk by A CoVaR€ model Based on Copula Functions and Extreme Value Theory In: Economic Notes.
[Full Text][Citation analysis]
article5
2005Measuring Portfolio value-at-risk by a copula-evt based approach In: STUDI ECONOMICI.
[Full Text][Citation analysis]
article4
2009La misurazione integrata dei rischi bancari: uno studio simulativo In: STUDI ECONOMICI.
[Full Text][Citation analysis]
article0
2011The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing In: STUDI ECONOMICI.
[Full Text][Citation analysis]
article0
2013Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk: an experimental analysis In: STUDI ECONOMICI.
[Full Text][Citation analysis]
article0
2020Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio In: JRFM.
[Full Text][Citation analysis]
article0
2019Comparing Different Systemic Risk Measures for European Banking System In: International Business Research.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team