Dean Fantazzini : Citation Profile


Are you Dean Fantazzini?

M. V. Lomonosov Moscow State University

10

H index

11

i10 index

314

Citations

RESEARCH PRODUCTION:

39

Articles

25

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 19
   Journals where Dean Fantazzini has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 36 (10.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa92
   Updated: 2022-11-19    RAS profile: 2022-10-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Penikas, Henry (9)

Fry, John (5)

Calabrese, Raffaella (5)

Havranek, Tomas (4)

Pele, Daniel Traian (4)

Zhang, Yaojie (4)

Menkveld, Albert (3)

Wang, Yudong (3)

de Peretti, Christian (3)

Demos, Guilherme (3)

Leschinski, Christian (3)

Cites to:

Zhou, Wei-Xing (37)

Patton, Andrew (21)

Hansen, Peter (16)

Phillips, Peter (15)

Lunde, Asger (13)

Askitas, Nikos (13)

Zimmermann, Klaus (12)

Granger, Clive (11)

Engle, Robert (10)

Fry, John (10)

Bollerslev, Tim (10)

Main data


Where Dean Fantazzini has published?


Journals with more than one article published# docs
Applied Econometrics15
JRFM3
Energy Policy3
Economics Bulletin2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
Computing in Economics and Finance 2006 / Society for Computational Economics2
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2
DEM Working Papers Series / University of Pavia, Department of Economics and Management2

Recent works citing Dean Fantazzini (2022 and 2021)


YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

Full description at Econpapers || Download paper

2021Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

Full description at Econpapers || Download paper

2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

Full description at Econpapers || Download paper

2021Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154.

Full description at Econpapers || Download paper

2021Pravuil: Global Consensus for a United World. (2021). Cerezo, David. In: Papers. RePEc:arx:papers:2105.10464.

Full description at Econpapers || Download paper

2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

Full description at Econpapers || Download paper

2021Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator. (2021). Takagi, Hideyuki. In: Papers. RePEc:arx:papers:2110.06190.

Full description at Econpapers || Download paper

2022Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

Full description at Econpapers || Download paper

2022The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E. In: Papers. RePEc:arx:papers:2204.13102.

Full description at Econpapers || Download paper

2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

Full description at Econpapers || Download paper

2022Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning. (2022). Parlapiano, Fabio ; Moscatelli, Mirko ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_674_22.

Full description at Econpapers || Download paper

2021Return on Investment on AI: The Case of Capital Requirement. (2021). Laporte, Matthias ; Fraisse, Henri. In: Working papers. RePEc:bfr:banfra:809.

Full description at Econpapers || Download paper

2021Probability of Default Model to Estimate Ex Ante Credit Risk. (2021). Popova, Svetlana ; Penikas, Henry ; Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:3:p:49-72.

Full description at Econpapers || Download paper

2022Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

Full description at Econpapers || Download paper

2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

Full description at Econpapers || Download paper

2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

Full description at Econpapers || Download paper

2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

Full description at Econpapers || Download paper

2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

Full description at Econpapers || Download paper

2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

Full description at Econpapers || Download paper

2021Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

Full description at Econpapers || Download paper

2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

Full description at Econpapers || Download paper

2022Wind power generation in Brazil: An overview about investment and scale analysis in 758 projects using the Levelized Cost of Energy. (2022). Catarina, Artur Santa. In: Energy Policy. RePEc:eee:enepol:v:164:y:2022:i:c:s0301421522000556.

Full description at Econpapers || Download paper

2022Retail investor attention and the limit order book: Intraday analysis of attention-based trading. (2022). Winters, Drew B ; Meshcheryakov, Artem. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521920302702.

Full description at Econpapers || Download paper

2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

Full description at Econpapers || Download paper

2021Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421.

Full description at Econpapers || Download paper

2022Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

Full description at Econpapers || Download paper

2021Call me maybe: Methods and practical implementation of artificial intelligence in call center arrivals’ forecasting. (2021). Derra, Nicholas Daniel ; Rausch, Theresa Maria ; Albrecht, Tobias. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:267-278.

Full description at Econpapers || Download paper

2021Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

Full description at Econpapers || Download paper

2022Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519.

Full description at Econpapers || Download paper

2021Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855.

Full description at Econpapers || Download paper

2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

Full description at Econpapers || Download paper

2022Forecasting Chinas crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic. (2022). Li, Xiafei ; Ye, Yong ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100461x.

Full description at Econpapers || Download paper

2022Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864.

Full description at Econpapers || Download paper

2022Do booms and busts identify bubbles in energy prices?. (2022). Khurshid, Adnan ; Su, Chiwei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000095.

Full description at Econpapers || Download paper

2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

Full description at Econpapers || Download paper

2022Bubble detection in Greek Stock Market: A DS-LPPLS model approach. (2022). Karakasidis, Theodoros ; Papastamatiou, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008062.

Full description at Econpapers || Download paper

2022The price and cost of bitcoin. (2022). Marthinsen, John E ; Gordon, Steven R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:280-288.

Full description at Econpapers || Download paper

2021Consumer information in a market for expert services: Experimental evidence. (2021). Bizer, Kilian ; Meub, Lukas ; Schneider, Tim. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:94:y:2021:i:c:s221480432100094x.

Full description at Econpapers || Download paper

2021Forecasting the importance of product attributes using online customer reviews and Google Trends. (2021). Kwong, C K ; Yakubu, Hanan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004157.

Full description at Econpapers || Download paper

2021Drought Shocks and Gearing Impacts on the Profitability of Sheep Farming. (2021). Yan, R ; Nordblom, Thomas ; Godfrey, Sosheel S ; Behrendt, Karl ; Hutchings, Timothy ; Robertson, Susan. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:4:p:366-:d:538580.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Levelized Cost of Electricity Generation by Small Hydropower Projects under Clean Development Mechanism in India. (2022). Haghighi, Ali Torabi ; Kishore, Teegala Srinivasa ; Patro, Epari Ritesh. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1473-:d:751419.

Full description at Econpapers || Download paper

2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

Full description at Econpapers || Download paper

2022Influence of Car Configurator Webpage Data from Automotive Manufacturers on Car Sales by Means of Correlation and Forecasting. (2022). Martin, Alexandre Lerma ; Cardona, Xavier Vilasis ; Garcia, Juan Manuel. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:34-653:d:860486.

Full description at Econpapers || Download paper

2021Solvency Risk and Corporate Performance: A Case Study on European Retailers. (2021). Popoviciu, Alexandra Smedoiu ; Curea, Stefania Cristina ; Horobet, Alexandra ; Dumitrescu, Dan Gabriel ; Belascu, Lucian ; Botoroga, Cosmin-Alin. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:536-:d:675014.

Full description at Econpapers || Download paper

2021A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Identifying and Predicting the Credit Risk of Small and Medium-Sized Enterprises in Sustainable Supply Chain Finance: Evidence from China. (2021). Pang, Ruiqi ; Chu, Xuejian ; Yang, Yubin ; Liu, Feng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5714-:d:558080.

Full description at Econpapers || Download paper

2022A Study on Integrating SMRs into Uganda’s Future Energy System. (2022). Kim, Juyoul ; Daniel, Niwagira. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10033-:d:887362.

Full description at Econpapers || Download paper

2022An Integrated Model for the Geohazard Accident Duration on a Regional Mountain Road Network Using Text Data. (2022). Bai, Shumin ; Ji, Xiaofeng ; Dai, Bingyou ; Pu, Yongming ; Qin, Wenwen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12429-:d:929547.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Machine Learning and Credit Risk: Empirical Evidence from SMEs. (2021). Tarantino, Barbara ; Tanda, Alessandra ; Filomeni, Stefano ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0201.

Full description at Econpapers || Download paper

2021The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies. (2021). el Khoury, Rim ; Fernandez-Aviles, Gema ; Haddad, Omar ; Naimy, Viviane. In: PLOS ONE. RePEc:plo:pone00:0245904.

Full description at Econpapers || Download paper

2021Analysis of Forecasting Models in an Electricity Market under Volatility. (2021). TAGHIZADEH-HESARY, Farhad ; Cerin, Pontus ; Yahya, Muhammad ; Sahamkhadam, Maziar ; Tang, OU ; Uddin, Gazi Salah ; Rehme, Jakob. In: ADBI Working Papers. RePEc:ris:adbiwp:1212.

Full description at Econpapers || Download paper

2022Building Knowledge in the Oil Market. (2022). Paraskevopoulos, Ioannis ; Corzo, Teresa ; Figuerola-Ferretti, Isabel ; Martn-Bujack, Karin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068491.

Full description at Econpapers || Download paper

2022Risk management for crude oil futures: an optimal stopping-timing approach. (2022). Zhan, Yaosong ; Liu, Zhenya ; Boubaker, Sabri. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04092-2.

Full description at Econpapers || Download paper

2022Demand Prediction in the Automobile Industry Independent of Big Data. (2022). Kato, Takumi. In: Annals of Data Science. RePEc:spr:aodasc:v:9:y:2022:i:2:d:10.1007_s40745-020-00278-w.

Full description at Econpapers || Download paper

2021Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model. (2021). Kang, Daekook. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09456-7.

Full description at Econpapers || Download paper

2022Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy. (2022). Perone, Gaetano. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:23:y:2022:i:6:d:10.1007_s10198-021-01347-4.

Full description at Econpapers || Download paper

2022Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

Full description at Econpapers || Download paper

2022Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070.

Full description at Econpapers || Download paper

2021Equilibrium Bitcoin Pricing. (2018). Menkveld, Albert ; casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu. In: TSE Working Papers. RePEc:tse:wpaper:33141.

Full description at Econpapers || Download paper

2021Intraday conditional value at risk: A periodic mixed?frequency generalized autoregressive score approach. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:883-910.

Full description at Econpapers || Download paper

2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Wen, Danyan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251.

Full description at Econpapers || Download paper

2022Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652.

Full description at Econpapers || Download paper

2022Corporate failure prediction using threshold?based models. (2022). Veganzones, David. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:956-979.

Full description at Econpapers || Download paper

2022Contagion or flight?to?quality? The linkage between oil price and the US dollar based on the local Gaussian approach. (2022). Dong, Minyi ; Yang, Shenggang ; Shen, Yao ; Ming, Lei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:722-750.

Full description at Econpapers || Download paper

Works by Dean Fantazzini:


YearTitleTypeCited
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility In: Russian Journal of Industrial Economics.
[Full Text][Citation analysis]
article1
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2011Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article20
2010Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2021Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports In: Energy Policy.
[Full Text][Citation analysis]
article0
2021Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Global oil risks in the early 21st century In: Energy Policy.
[Full Text][Citation analysis]
article11
2011Global oil risks in the early 21st century.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2016The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy.
[Full Text][Citation analysis]
article40
2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2015Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics.
[Full Text][Citation analysis]
article19
2015Forecasting German Car Sales Using Google Data and Multivariate Models.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2014Reviewing electricity production cost assessments In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article28
2013Reviewing electricity production cost assessments.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2021Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg In: Forecasting.
[Full Text][Citation analysis]
article0
2021Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Does the Hashrate Affect the Bitcoin Price? In: JRFM.
[Full Text][Citation analysis]
article3
2020Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2021Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure In: JRFM.
[Full Text][Citation analysis]
article0
2021Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2022Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death In: JRFM.
[Full Text][Citation analysis]
article0
2022Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Forecasting the real price of oil using online search data In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article10
2008A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics.
[Full Text][Citation analysis]
article6
2015Long Memory and Periodicity in Intraday Volatility In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article23
2012Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2011Fractionally Integrated Models for Volatility: A Review In: Palgrave Macmillan Books.
[Citation analysis]
chapter3
2011The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2014Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? In: DEM Working Papers Series.
[Full Text][Citation analysis]
paper0
2009Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study In: Quaderni di Dipartimento.
[Full Text][Citation analysis]
paper0
2011Small sample properties of copula-GARCH modelling: a Monte Carlo study.(2011) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting In: Quaderni di Dipartimento.
[Full Text][Citation analysis]
paper3
2010A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data In: PLOS ONE.
[Full Text][Citation analysis]
article5
2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries.(2020) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020Discussing copulas with Sergey Aivazian: a memoir In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2011Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask In: MPRA Paper.
[Full Text][Citation analysis]
paper35
2013Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask.(2013) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
article
2014Editorial for the Special Issue on Computational Methods for Russian Economic and Financial Modelling In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Everything you always wanted to know about bitcoin modelling but were afraid to ask In: MPRA Paper.
[Full Text][Citation analysis]
paper18
2016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I.(2016) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies.(2020) In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades.(2019) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2008An Econometric Analysis of Financial Data in Risk Management In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2009Econometric Analysis of Financial Data in Risk Management.(2009) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2008Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk In: Applied Econometrics.
[Full Text][Citation analysis]
article2
2008Credit Risk Management In: Applied Econometrics.
[Full Text][Citation analysis]
article13
2009Credit Risk Management (Cont.) In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2011Analysis of multidimensional probability distributions with copula functions In: Applied Econometrics.
[Full Text][Citation analysis]
article7
2011Analysis of multidimensional probability distributions with copula functions. II.(2011) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2011Analysis of multidimensional probability distributions with copula functions. III In: Applied Econometrics.
[Full Text][Citation analysis]
article7
2009Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2012Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction In: Applied Econometrics.
[Full Text][Citation analysis]
article1
2017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2018Big Data for computing social well-being indices of the Russian population In: Applied Econometrics.
[Full Text][Citation analysis]
article1
2009Enhanced credit default models for heterogeneous SME segments In: Journal of Financial Transformation.
[Full Text][Citation analysis]
article3
2006A Unified Copula Framework for VaR forecasting In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2006A new framework for firm value using copulas In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2009Random Survival Forests Models for SME Credit Risk Measurement In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article28

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team