Fabrizio Durante : Citation Profile


Are you Fabrizio Durante?

Università del Salento

6

H index

2

i10 index

101

Citations

RESEARCH PRODUCTION:

37

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 6
   Journals where Fabrizio Durante has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 12 (10.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu282
   Updated: 2021-03-01    RAS profile: 2020-12-17    
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Relations with other researchers


Works with:

Puccetti, Giovanni (4)

Vanduffel, Steven (2)

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

Is cited by:

Rulliere, Didier (4)

Melo-Velandia, Luis (4)

Gomez-Gonzalez, Jose (4)

Cubillos-Rocha, Juan (2)

Cerqueti, Roy (2)

Loaiza Maya, Rubén (2)

Catania, Leopoldo (1)

Vo, Thi Thuy Anh (1)

Mironova, Nina (1)

Slavgorodskaya, Margarita (1)

Starodubrovskaya, Irina (1)

Cites to:

Mantegna, Rosario (10)

Puccetti, Giovanni (6)

Remillard, Bruno (4)

Jagannathan, Ravi (4)

Otranto, Edoardo (4)

Caiado, Jorge (4)

Kaminsky, Graciela (3)

Bastos, João (3)

Reinhart, Carmen (3)

Rulliere, Didier (3)

Vegh, Carlos (3)

Main data


Where Fabrizio Durante has published?


Journals with more than one article published# docs
Dependence Modeling9
International Statistical Review8
Statistics & Probability Letters5
Statistical Papers3
Annals of the Institute of Statistical Mathematics2
Journal of Multivariate Analysis2

Recent works citing Fabrizio Durante (2021 and 2020)


YearTitle of citing document
2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Data driven partition-of-unity copulas with applications to risk management. (2017). Mandle, Andreas ; Pfeifer, Dietmar ; Ragulina, Olena. In: Papers. RePEc:arx:papers:1703.05047.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2021Stochastic orders and multivariate measures of risk contagion. (2021). Suarez-Llorens, A ; Sordo, M A ; Ortega-Jimenez, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:199-207.

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2021The construction of multilayer stock network model. (2021). Qu, Shuai ; Chen, Wei ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

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2021The conditional Haezendonck–Goovaerts risk measure. (2021). Guo, Jianhua ; Jiang, Renqiao ; Xun, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302716.

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2021On order statistics and Kendall’s tau. (2021). Schmidt, Klaus D ; Fuchs, Sebastian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302753.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2020The Skew Normal multivariate risk measurement framework. (2020). Palestini, Arsen ; Cerqueti, Roy ; Bernardi, Mauro. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:1:d:10.1007_s10287-019-00350-8.

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2020On Minimal Copulas under the Concordance Order. (2020). Fuchs, Sebastian ; Ahn, Jae Youn. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01618-4.

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2020Robust fuzzy clustering based on quantile autocovariances. (2020). Vilar, J A ; Durso, P ; Lafuente-Rego, B. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1053-6.

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2020Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property. (2020). Fabio, Spizzichino ; Giovanna, Nappo. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:1-33:n:1.

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2020Insurance applications of dependence modeling: An interview with Edward (Jed) Frees. (2020). Matthias, Scherer ; Christian, Genest. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:93-106:n:5.

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2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

Works by Fabrizio Durante:


YearTitleTypeCited
2013Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications by Jan-Frederik Mai, Matthias Scherer, with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber In: International Statistical Review.
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2013Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence In: International Statistical Review.
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2013New Perspectives in Statistical Modeling and Data Analysis: Proceedings of the 7th Conference of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, September 9–1 In: International Statistical Review.
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article0
2014The R Book, Second Edition by Michael J. Crawley In: International Statistical Review.
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article0
2014Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey In: International Statistical Review.
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article1
2014The Skew-Normal and Related Families by Adelchi Azzalini In: International Statistical Review.
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article0
2017Educational Measurement for Applied Researchers Margaret Wu Hak Ping Tam and Tsung-Hau Jen Springer Nature Singapore Pte Ltd. , 2016 , xiv + 306 pages, £82.00, hardcover ISBN: 978-981-10-3300-1 In: International Statistical Review.
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2018Handbook for Applied Modeling: Non‐Gaussian and Correlated Data Jamie D. Riggs and Trent L. Lalonde Lalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9‐781‐31660‐10 In: International Statistical Review.
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2013A multivariate nonlinear analysis of tourism expenditures In: BEMPS - Bozen Economics & Management Paper Series.
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2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity In: Insurance: Mathematics and Economics.
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article4
2014Multivariate copulas with hairpin support In: Journal of Multivariate Analysis.
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article1
2017Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components In: Journal of Multivariate Analysis.
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article4
2017CoVaR of families of copulas In: Statistics & Probability Letters.
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article7
2008Threshold copulas and positive dependence In: Statistics & Probability Letters.
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article4
2010Multivariate shuffles and approximation of copulas In: Statistics & Probability Letters.
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article5
2011Invariant dependence structures and Archimedean copulas In: Statistics & Probability Letters.
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article2
2012On the approximation of copulas via shuffles of Min In: Statistics & Probability Letters.
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article1
2017Dependence between Stock Returns of Italian Banks and the Sovereign Risk In: Econometrics.
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article1
2005Copula and semicopula transforms In: International Journal of Mathematics and Mathematical Sciences.
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article5
2014Estimation procedures for exchangeable Marshall copulas with hydrological application In: SFB 649 Discussion Papers.
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paper4
2014Clustering of financial time series in risky scenarios In: Advances in Data Analysis and Classification.
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article9
2007A Generalization of the Archimedean Class of Bivariate Copulas In: Annals of the Institute of Statistical Mathematics.
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article4
2020Spatially homogeneous copulas In: Annals of the Institute of Statistical Mathematics.
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article0
2012Supermigrative copulas and positive dependence In: AStA Advances in Statistical Analysis.
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article1
2010Non-exchangeability of negatively dependent random variables In: Metrika: International Journal for Theoretical and Applied Statistics.
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article4
2009Construction of non-exchangeable bivariate distribution functions In: Statistical Papers.
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article6
2010Measures of non-exchangeability for bivariate random vectors In: Statistical Papers.
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article12
2015Clustering of time series via non-parametric tail dependence estimation In: Statistical Papers.
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In: .
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2014Solution to an open problem about a transformation on the space of copulas In: Dependence Modeling.
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2015Building bridges between Mathematics, Insurance and Finance In: Dependence Modeling.
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article1
2015A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf In: Dependence Modeling.
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2016Stat Trek In: Dependence Modeling.
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2016Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio In: Dependence Modeling.
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2016Baire category results for quasi–copulas In: Dependence Modeling.
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2017The Vine Philosopher: An interview with Roger Cooke In: Dependence Modeling.
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2017My introduction to copulas: An interview with Roger Nelsen In: Dependence Modeling.
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2018A note on bivariate Archimax copulas In: Dependence Modeling.
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article1
2010Spatial contagion between financial markets: a copula‐based approach In: Applied Stochastic Models in Business and Industry.
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