6
H index
2
i10 index
101
Citations
Fabrizio Durante : Citation Profile
Università del Salento | RESEARCH PRODUCTION: 37 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2005 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrizio Durante. | Is cited by:
| Cites to:
|
Main data
Where Fabrizio Durante has published?
| Journals with more than one article published | # docs |
|---|---|
| Dependence Modeling | 9 |
| International Statistical Review | 8 |
| Statistics & Probability Letters | 5 |
| Statistical Papers | 3 |
| Annals of the Institute of Statistical Mathematics | 2 |
| Journal of Multivariate Analysis | 2 |
Recent works citing Fabrizio Durante (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A 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 |
| 2020 | Data driven partition-of-unity copulas with applications to risk management. (2017). Mandle, Andreas ; Pfeifer, Dietmar ; Ragulina, Olena. In: Papers. RePEc:arx:papers:1703.05047. Full description at Econpapers || Download paper |
| 2020 | Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794. Full description at Econpapers || Download paper |
| 2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃÂguez, 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. Full description at Econpapers || Download paper |
| 2020 | Machine 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. Full description at Econpapers || Download paper |
| 2021 | Stochastic 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | On 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. Full description at Econpapers || Download paper |
| 2020 | Markov 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. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | On 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. Full description at Econpapers || Download paper |
| 2020 | Robust 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. Full description at Econpapers || Download paper |
| 2020 | Relations 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. Full description at Econpapers || Download paper |
| 2020 | Insurance 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. Full description at Econpapers || Download paper |
| 2020 | A 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Simulating 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. [Full Text][Citation analysis] | article | 0 |
| 2013 | Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | New 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. [Full Text][Citation analysis] | article | 0 |
| 2014 | The R Book, Second Edition by Michael J. Crawley In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2014 | Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey In: International Statistical Review. [Full Text][Citation analysis] | article | 1 |
| 2014 | The Skew-Normal and Related Families by Adelchi Azzalini In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | Educational 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. [Full Text][Citation analysis] | article | 0 |
| 2018 | Handbook for Applied Modeling: Nonâ€Gaussian and Correlated Data Jamie D. Riggs and Trent L. Lalonde Lalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9â€781â€31660â€10 In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | A multivariate nonlinear analysis of tourism expenditures In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Multivariate copulas with hairpin support In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2017 | CoVaR of families of copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 7 |
| 2008 | Threshold copulas and positive dependence In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 2010 | Multivariate shuffles and approximation of copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
| 2011 | Invariant dependence structures and Archimedean copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | On the approximation of copulas via shuffles of Min In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2017 | Dependence between Stock Returns of Italian Banks and the Sovereign Risk In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Copula and semicopula transforms In: International Journal of Mathematics and Mathematical Sciences. [Full Text][Citation analysis] | article | 5 |
| 2014 | Estimation procedures for exchangeable Marshall copulas with hydrological application In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Clustering of financial time series in risky scenarios In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 9 |
| 2007 | A Generalization of the Archimedean Class of Bivariate Copulas In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Spatially homogeneous copulas In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Supermigrative copulas and positive dependence In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Non-exchangeability of negatively dependent random variables In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Construction of non-exchangeable bivariate distribution functions In: Statistical Papers. [Full Text][Citation analysis] | article | 6 |
| 2010 | Measures of non-exchangeability for bivariate random vectors In: Statistical Papers. [Full Text][Citation analysis] | article | 12 |
| 2015 | Clustering of time series via non-parametric tail dependence estimation In: Statistical Papers. [Full Text][Citation analysis] | article | 8 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2014 | Solution to an open problem about a transformation on the space of copulas In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Building bridges between Mathematics, Insurance and Finance In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2015 | A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Stat Trek In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Baire category results for quasi–copulas In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Vine Philosopher: An interview with Roger Cooke In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2017 | My introduction to copulas: An interview with Roger Nelsen In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2018 | A note on bivariate Archimax copulas In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2010 | Spatial contagion between financial markets: a copulaâ€based approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 16 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team