Fabrizio Durante : Citation Profile


Are you Fabrizio Durante?

Università del Salento

7

H index

4

i10 index

144

Citations

RESEARCH PRODUCTION:

41

Articles

3

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 8
   Journals where Fabrizio Durante has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 14 (8.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu282
   Updated: 2022-08-13    RAS profile: 2022-02-10    
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Relations with other researchers


Works with:

Puccetti, Giovanni (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 (5)

Gomez-Gonzalez, Jose (4)

Melo-Velandia, Luis (4)

Gomez-Gonzalez, Jose (4)

Puccetti, Giovanni (3)

Cubillos-Rocha, Juan (2)

Cerqueti, Roy (2)

Loaiza Maya, Rubén (2)

Gurgul, Henryk (1)

Slavgorodskaya, Margarita (1)

Catania, Leopoldo (1)

Cites to:

Mantegna, Rosario (12)

Puccetti, Giovanni (12)

Scarsini, Marco (12)

Caporin, Massimiliano (5)

Patton, Andrew (5)

Ravazzolo, Francesco (4)

De Luca, Giovanni (4)

Jagannathan, Ravi (4)

Caiado, Jorge (4)

Grabisch, Michel (4)

Remillard, Bruno (4)

Main data


Where Fabrizio Durante has published?


Journals with more than one article published# docs
Dependence Modeling9
International Statistical Review9
Statistics & Probability Letters5
Statistical Papers3
Annals of the Institute of Statistical Mathematics2
Journal of Multivariate Analysis2

Recent works citing Fabrizio Durante (2022 and 2021)


YearTitle of citing document
2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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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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2021Dependence structure estimation using Copula Recursive Trees. (2021). Rulliere, Didier ; Maume-Deschamps, Veronique ; Masiello, Esterina ; Laverny, Oskar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000543.

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2021Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications. (2021). Hussain, Syed Jawad ; Naifar, Nader ; Dcosta, Mabel ; Bouri, Elie ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100427x.

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

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2021Understanding near-miss count data on construction sites using greedy D-vine copula marginal regression. (2021). Li, Heng ; Wang, Fan ; Dong, Chao. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002258.

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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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2022From Wind to Hybrid: A Contribution to the Optimal Design of Utility-Scale Hybrid Power Plants. (2022). Estanqueiro, Ana ; Silva, Ana Rita. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:7:p:2560-:d:784871.

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2021A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions. (2021). Velez, J F ; Nieto, M ; Carrillo, J A. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:23-376:d:563347.

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2021Systemic Risk Modeling with Lévy Copulas. (2021). Kim, Youngshin ; Djuri, Petar M ; Liu, Yuhao ; Glimm, James ; Rachev, Svetlozar T. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:251-:d:569413.

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2021Compound Archimedean Copulas. (2021). Makov, Udi E ; Landsman, Zinoviy ; Kelner, Moshe. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:126.

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2021Regime dependent interconnectedness among fuzzy clusters of financial time series. (2021). Zuccolotto, Paola ; de Luca, Giovanni. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:2:d:10.1007_s11634-020-00405-8.

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2021Trimmed fuzzy clustering of financial time series based on dynamic time warping. (2021). Massari, Riccardo ; Giovanni, Livia ; Durso, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03284-1.

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2022A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. (2022). Polinesi, Gloria ; Mariani, Francesca ; Recchioni, Maria Cristina. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:3:d:10.1007_s10287-022-00422-2.

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2021Stochastic Precedence and Minima Among Dependent Variables. (2021). Spizzichino, Fabio ; Malinovsky, Yaakov ; de Santis, Emilio. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09772-3.

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2021Hierarchical Archimedean Dependence in Common Shock Models. (2021). Mulinacci, Sabrina ; Cherubini, Umberto . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09816-8.

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2021Some conditional reliability properties of k-out-of-n system composed of different types of components with discrete independent lifetimes. (2021). Jasiski, Krzysztof. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00826-1.

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2021New Measure of the Bivariate Asymmetry. (2021). Kolev, Nikolai ; Bahraoui, Tarik. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00197-w.

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2021Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (2021). Zhou, Qian M ; Zhang, Shulin ; Lin, Huazhen. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-019-01153-4.

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2022Quantile correlation coefficient: a new tail dependence measure. (2022). Shin, Dong Wan ; Choi, Ji-Eun. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01268-7.

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2021Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study. (2021). Brania, Krzysztof ; Gurgul, Henryk. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605.

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Works by Fabrizio Durante:


YearTitleTypeCited
2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
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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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article1
2013Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence In: International Statistical Review.
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article0
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 9–11, 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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article1
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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article0
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?105?1 In: International Statistical Review.
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article0
2021Direction Dependence in Statistical Modeling: Methods of Analysis Wolfgang Wiedermann, Daeyoung Kim, Engin A. Sungur and Alexander von Eye, Editors Wiley, 2021, 432 pages, £102, hardcover ISBN: 978?1? In: International Statistical Review.
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article0
2013A multivariate nonlinear analysis of tourism expenditures In: BEMPS - Bozen Economics & Management Paper Series.
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2021Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables In: Computational Statistics & Data Analysis.
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article0
2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity In: Insurance: Mathematics and Economics.
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article6
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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article7
2017CoVaR of families of copulas In: Statistics & Probability Letters.
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article9
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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article8
2011Invariant dependence structures and Archimedean copulas In: Statistics & Probability Letters.
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article3
2012On the approximation of copulas via shuffles of Min In: Statistics & Probability Letters.
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article3
2017Dependence between Stock Returns of Italian Banks and the Sovereign Risk In: Econometrics.
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In: .
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2005Copula and semicopula transforms In: International Journal of Mathematics and Mathematical Sciences.
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2014Estimation procedures for exchangeable Marshall copulas with hydrological application In: SFB 649 Discussion Papers.
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2014Clustering of financial time series in risky scenarios In: Advances in Data Analysis and Classification.
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article12
2007A Generalization of the Archimedean Class of Bivariate Copulas In: Annals of the Institute of Statistical Mathematics.
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2020Spatially homogeneous copulas In: Annals of the Institute of Statistical Mathematics.
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2012Supermigrative copulas and positive dependence In: AStA Advances in Statistical Analysis.
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2010Multivariate Hierarchical Copulas with Shocks In: Methodology and Computing in Applied Probability.
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article4
2010Non-exchangeability of negatively dependent random variables In: Metrika: International Journal for Theoretical and Applied Statistics.
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2009Construction of non-exchangeable bivariate distribution functions In: Statistical Papers.
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2010Measures of non-exchangeability for bivariate random vectors In: Statistical Papers.
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article13
2015Clustering of time series via non-parametric tail dependence estimation In: Statistical Papers.
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2014A Note on the Compatibility of Bivariate Copulas In: Communications in Statistics - Theory and Methods.
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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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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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article1
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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2010Spatial contagion between financial markets: a copula?based approach In: Applied Stochastic Models in Business and Industry.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team