5
H index
2
i10 index
108
Citations
Giudici : Citation Profile
Università degli Studi di Pavia | RESEARCH PRODUCTION: 32 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1998 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giudici. | Is cited by:
| Cites to:
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Main data
Where Giudici has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DEM Working Papers Series / University of Pavia, Department of Economics and Management | 20 |
Recent works citing Giudici (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Asset allocation: new evidence through network approaches. (2018). Clemente, Gian Paolo ; Hitaj, Asmerilda ; Grassi, Rosanna. In: Papers. RePEc:arx:papers:1810.09825. Full description at Econpapers || Download paper |
| 2018 | Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers || Download paper |
| 2019 | Smart network based portfolios. (2019). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1907.01274. Full description at Econpapers || Download paper |
| 2018 | Listening to the buzz: social media sentiment and retail depositors trust. (2018). Accornero, Matteo ; Moscatelli, Mirko. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1165_18. Full description at Econpapers || Download paper |
| 2017 | Bayesian Single Changepoint Estimation in a Parameter-driven Model. (2017). Utazi, Chigozie E. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:765-779. Full description at Econpapers || Download paper |
| 2018 | Model selection for time series of count data. (2018). Alzahrani, Naif ; Touloupou, Panayiota ; McKinley, Trevelyan J ; Simon, ; Neal, Peter. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:122:y:2018:i:c:p:33-44. Full description at Econpapers || Download paper |
| 2018 | Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo. (2018). Bouranis, Lampros ; Maire, Florian ; Friel, Nial. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:221-241. Full description at Econpapers || Download paper |
| 2019 | What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers || Download paper |
| 2018 | To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85. Full description at Econpapers || Download paper |
| 2018 | The bibliometric quotient (BQ), or how to measure a researcher’s performance capacity: A Bayesian Poisson Rasch model. (2018). Mutz, Rudiger ; Daniel, Hans-Dieter. In: Journal of Informetrics. RePEc:eee:infome:v:12:y:2018:i:4:p:1282-1295. Full description at Econpapers || Download paper |
| 2018 | Forecasting distress in cooperative banks: The role of asset quality. (2018). Migliardo, Carlo ; Forgione, Antonio Fabio . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:678-695. Full description at Econpapers || Download paper |
| 2019 | Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44. Full description at Econpapers || Download paper |
| 2019 | Weak convergence and optimal tuning of the reversible jump algorithm. (2019). Desgagne, Alain ; Bedard, Mylene ; Gagnon, Philippe. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:161:y:2019:i:c:p:32-51. Full description at Econpapers || Download paper |
| 2019 | Double correlation model for operational risk: Evidence from Chinese commercial banks. (2019). Xu, Chi ; Wang, Nuan ; Ji, Jingru ; Zheng, Chunling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:327-339. Full description at Econpapers || Download paper |
| 2019 | Latent factor models for credit scoring in P2P systems. (2019). Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka ; Giudici, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:522:y:2019:i:c:p:112-121. Full description at Econpapers || Download paper |
| 2018 | Measuring the Implementation of the FSB Key Attributes of Effective Resolution Regimes for Financial Institutions in the European Union. (2018). Coleman, Nicholas ; Rice, Tara ; Georgosouli, Andromachi . In: International Finance Discussion Papers. RePEc:fip:fedgif:1238. Full description at Econpapers || Download paper |
| 2017 | Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377. Full description at Econpapers || Download paper |
| 2018 | Assessing News Contagion in Finance. (2018). Cerchiello, Paola ; Nicola, Giancarlo. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:5-:d:130110. Full description at Econpapers || Download paper |
| 2019 | Practice Oriented and Monte Carlo Based Estimation of the Value-at-Risk for Operational Risk Measurement. (2019). Zitikis, Riardas ; Piacenza, Fabio ; Greselin, Francesca. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:50-:d:227534. Full description at Econpapers || Download paper |
| 2019 | The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287. Full description at Econpapers || Download paper |
| 2019 | An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages. (2019). Cirillo, Pasquale ; Cheng, Dan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:76-:d:246367. Full description at Econpapers || Download paper |
| 2018 | Agency conflicts, executive compensation regulations and CEO pay-performance sensitivity: evidence from Sweden. (2018). Cielak, Katarzyna. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:22:y:2018:i:3:d:10.1007_s10997-018-9410-3. Full description at Econpapers || Download paper |
| 2018 | Ownership structure, investors’ protection and corporate valuation: the effect of judicial system efficiency in family and non-family firms. (2018). Lepore, Luigi ; Cambrea, Domenico Rocco ; Paolone, Francesco. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:22:y:2018:i:4:d:10.1007_s10997-018-9405-0. Full description at Econpapers || Download paper |
| 2018 | Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12. Full description at Econpapers || Download paper |
| 2018 | Latent Factor Models for Credit Scoring in P2P Systems. (2018). Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka ; Giudici, Paolo. In: MPRA Paper. RePEc:pra:mprapa:92636. Full description at Econpapers || Download paper |
| 2018 | МОДЕЛЬ ОЦЕНКИ ВЕРОЯТНОСТИ ОТЗЫВА ЛИЦЕНЗИИ У РОССИЙСКОГО БАНКА // MODEL FOR ASSESSING THE PROBABILITY OF REVOCATION OF A LICENSE FROM THE RUSSIAN B. (2018). Bidzhoyan, D ; Д. Биджоян С., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:2:p:26-37. Full description at Econpapers || Download paper |
| 2018 | Generalized exogenous processes in DSGE: A Bayesian approach. (2018). Meyer-Gohde, Alexander ; Neuhoff, Daniel. In: IMFS Working Paper Series. RePEc:zbw:imfswp:125. Full description at Econpapers || Download paper |
Works by Giudici:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics. [Full Text][Citation analysis] | article | 5 |
| 2003 | Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 31 |
| 2003 | Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 2002 | Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
| 2017 | Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2017 | Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 2007 | Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2018 | Financial data science In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the Gini measure decomposition In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 3 |
| 2018 | CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks. [Full Text][Citation analysis] | article | 2 |
| 2019 | Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2015 | Scorecard models for operations management In: International Journal of Data Science. [Full Text][Citation analysis] | article | 0 |
| 2017 | The role and effect of controlling shareholders in corporate governance In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 7 |
| 2017 | Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2014 | Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Bayesian Credit Ratings (new version) In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Measuring risk with ordinal variables In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Estimating bank default with generalised extreme value models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2013 | H Index: A Statistical Proposal In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | How to measure the quality of financial tweets In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Conditional graphical models for systemic risk measurement In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Bayesian h-index: how to measure research impact In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Systemic risk of Islamic Banks In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Bayesian operational risk models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Graphical network models for international financial flows In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | Monetary transmission models for bank interest rates In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Big data models of bank risk contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
| 2001 | Bayesian inference for graphical factor analysis models In: Psychometrika. [Full Text][Citation analysis] | article | 1 |
| 2017 | Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2014 | On a statistical h index In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 5 |
| 2009 | Statistical models for e-learning data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 1998 | Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 1999 | Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2011 | Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 1998 | Nonparametric estimation of survival functions by means of partial exchangeability structures In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Editorial In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2001 | Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 3 |
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