7
H index
4
i10 index
144
Citations
Fabrizio Durante : Citation Profile
Università del Salento | RESEARCH PRODUCTION: 41 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2005 - 2022). 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:
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Main data
Where Fabrizio Durante has published?
| Journals with more than one article published | # docs |
|---|---|
| Dependence Modeling | 9 |
| International Statistical Review | 9 |
| 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 (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Covid-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. 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 | Dependence 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. Full description at Econpapers || Download paper |
| 2021 | Energy 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Understanding 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. 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 |
| 2022 | From 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. Full description at Econpapers || Download paper |
| 2021 | A 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. Full description at Econpapers || Download paper |
| 2021 | Systemic 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. Full description at Econpapers || Download paper |
| 2021 | Compound 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. Full description at Econpapers || Download paper |
| 2021 | Regime 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. Full description at Econpapers || Download paper |
| 2021 | Trimmed 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2021 | Stochastic 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. Full description at Econpapers || Download paper |
| 2021 | Hierarchical 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. Full description at Econpapers || Download paper |
| 2021 | Some 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. Full description at Econpapers || Download paper |
| 2021 | New 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. Full description at Econpapers || Download paper |
| 2021 | Goodness-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. Full description at Econpapers || Download paper |
| 2022 | Quantile 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. Full description at Econpapers || Download paper |
| 2021 | Contagion 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. Full description at Econpapers || Download paper |
Works by Fabrizio Durante:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 1 |
| 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 9–11, 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 | 1 |
| 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: 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. [Full Text][Citation analysis] | article | 0 |
| 2021 | Direction 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. [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 |
| 2021 | Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 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 | 7 |
| 2017 | CoVaR of families of copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 9 |
| 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 | 8 |
| 2011 | Invariant dependence structures and Archimedean copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | On the approximation of copulas via shuffles of Min In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2017 | Dependence between Stock Returns of Italian Banks and the Sovereign Risk In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2005 | Copula and semicopula transforms In: International Journal of Mathematics and Mathematical Sciences. [Full Text][Citation analysis] | article | 8 |
| 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 | 12 |
| 2007 | A Generalization of the Archimedean Class of Bivariate Copulas In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 6 |
| 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 | Multivariate Hierarchical Copulas with Shocks In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 4 |
| 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 | 7 |
| 2010 | Measures of non-exchangeability for bivariate random vectors In: Statistical Papers. [Full Text][Citation analysis] | article | 13 |
| 2015 | Clustering of time series via non-parametric tail dependence estimation In: Statistical Papers. [Full Text][Citation analysis] | article | 11 |
| 2014 | A Note on the Compatibility of Bivariate Copulas In: Communications in Statistics - Theory and Methods. [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 | 3 |
| 2015 | Building bridges between Mathematics, Insurance and Finance In: Dependence Modeling. [Full Text][Citation analysis] | article | 4 |
| 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 | 1 |
| 2017 | My introduction to copulas: An interview with Roger Nelsen In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2018 | A note on bivariate Archimax copulas In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2010 | Spatial contagion between financial markets: a copula?based approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 18 |
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