Giudici : Citation Profile


Are you Giudici?

Università degli Studi di Pavia

4

H index

1

i10 index

46

Citations

RESEARCH PRODUCTION:

22

Articles

21

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 2
   Journals where Giudici has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 16 (25.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi259
   Updated: 2017-09-23    RAS profile: 2017-06-25    
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Relations with other researchers


Works with:

Cerchiello, Paola (8)

Parisi, Laura (4)

Calabrese, Raffaella (3)

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

Is cited by:

Griffin, Jim (2)

Steel, Mark (2)

Neuhoff, Daniel (1)

Meyer-Gohde, Alexander (1)

Wang, Liqun (1)

Otranto, Edoardo (1)

Fantazzini, Dean (1)

Lin, Tyrone (1)

Parisi, Laura (1)

Cerchiello, Paola (1)

Bardoscia, Marco (1)

Cites to:

Billio, Monica (14)

Koopman, Siem Jan (10)

Lucas, Andre (10)

Schwaab, Bernd (10)

Pelizzon, Loriana (9)

Brownlees, Christian (9)

Barigozzi, Matteo (9)

Lo, Andrew (8)

battiston, stefano (8)

Acharya, Viral (7)

Sarlin, Peter (7)

Main data


Where Giudici has published?


Journals with more than one article published# docs
Statistical Methods & Applications3
Quality & Quantity: International Journal of Methodology2
Journal of the Royal Statistical Society Series B2
Computational Statistics & Data Analysis2
Statistics & Probability Letters2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management20

Recent works citing Giudici (2017 and 2016)


YearTitle of citing document
2016The Topology of Inter-industry Relations from the Portuguese National Accounts. (2016). Faustino, Rui ; Ara, Tanya . In: Papers. RePEc:arx:papers:1612.06291.

Full description at Econpapers || Download paper

2016General framework and model building in the class of Hidden Mixture Transition Distribution models. (2016). Bolano, Danilo ; Berchtold, Andre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:131-145.

Full description at Econpapers || Download paper

2016Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models. (2016). Oedekoven, C S ; King, R ; Burger, L W ; Evans, K O ; MacKenzie, M L ; Buckland, S T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:98:y:2016:i:c:p:79-90.

Full description at Econpapers || Download paper

2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. (2017). Calabrese, Raffaella ; Osmetti, Silvia Angela ; Deglinnocenti, Marta . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1029-1037.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2016Data-driven risk measurement of firm-to-firm relationships in a supply chain. (2016). Lee, Byung Kwon ; Park, Jaehun ; de Souza, Robert ; Zhou, Rong . In: International Journal of Production Economics. RePEc:eee:proeco:v:180:y:2016:i:c:p:148-157.

Full description at Econpapers || Download paper

2016Bayesian networks in renewable energy systems: A bibliographical survey. (2016). Ibarguengoytia, Pablo H ; Jaramillo, O A ; Borunda, Monica ; Reyes, Alberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:32-45.

Full description at Econpapers || Download paper

2016Portuguese National Accounts: a network approach. (2016). Faustino, Rui . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182016.

Full description at Econpapers || Download paper

2017Assessing News Contagion in Finance. (2017). Cerchiello, Paola ; Nicola, Giancarlo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0139.

Full description at Econpapers || Download paper

Works by Giudici:


YearTitleTypeCited
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
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article4
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
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article20
2003Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B.
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article0
2002Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis.
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article0
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
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article5
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
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article5
2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
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article0
2011On the Gini measure decomposition In: Statistics & Probability Letters.
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article0
2012On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters.
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article2
2015Scorecard models for operations management In: International Journal of Data Science.
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article0
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
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article1
2013Bayesian Credit Ratings (new version) In: DEM Working Papers Series.
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paper0
2013Measuring risk with ordinal variables In: DEM Working Papers Series.
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paper1
2013Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series.
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paper0
2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
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paper1
2013H Index: A Statistical Proposal In: DEM Working Papers Series.
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paper0
2014How to measure the quality of financial tweets In: DEM Working Papers Series.
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paper2
2016How to measure the quality of financial tweets.(2016) In: Quality & Quantity: International Journal of Methodology.
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This paper has another version. Agregated cites: 2
article
2014Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series.
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2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
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2015A Bayesian h-index: how to measure research impact In: DEM Working Papers Series.
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2015Systemic risk of Islamic Banks In: DEM Working Papers Series.
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2013Bayesian operational risk models In: DEM Working Papers Series.
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2013Graphical network models for international financial flows In: DEM Working Papers Series.
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paper2
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models In: DEM Working Papers Series.
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2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
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paper1
2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
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paper0
2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
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2016Big data models of bank risk contagion In: DEM Working Papers Series.
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2016The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series.
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2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
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2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems In: DEM Working Papers Series.
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2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
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2001Bayesian inference for graphical factor analysis models In: Psychometrika.
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2017Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology.
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2009Statistical models for e-learning data In: Statistical Methods & Applications.
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1998Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications.
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1999Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications.
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2011Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers.
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1998Nonparametric estimation of survival functions by means of partial exchangeability structures In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2010A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics.
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article1
2016Graphical Network Models for International Financial Flows In: Journal of Business & Economic Statistics.
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In: .
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team