Giudici : Citation Profile


Are you Giudici?

Università degli Studi di Pavia

5

H index

2

i10 index

108

Citations

RESEARCH PRODUCTION:

32

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 5
   Journals where Giudici has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 23 (17.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi259
   Updated: 2019-10-15    RAS profile: 2019-03-21    
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Relations with other researchers


Works with:

Cerchiello, Paola (7)

Parisi, Laura (7)

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:

Ahelegbey, Daniel Felix (12)

Cerchiello, Paola (3)

Casarin, Roberto (3)

Billio, Monica (3)

Meyer-Gohde, Alexander (2)

Kohn, Robert (2)

Steel, Mark (2)

Calabrese, Raffaella (2)

Griffin, Jim (2)

Neuhoff, Daniel (1)

Kimura, Herbert (1)

Cites to:

Billio, Monica (18)

Acharya, Viral (12)

Koopman, Siem Jan (11)

Brownlees, Christian (11)

Lucas, Andre (11)

Schwaab, Bernd (11)

Shleifer, Andrei (11)

Lo, Andrew (10)

battiston, stefano (10)

Barigozzi, Matteo (10)

Pelizzon, Loriana (10)

Main data


Where Giudici has published?


Journals with more than one article published# docs
Statistical Methods & Applications4
Statistics & Probability Letters3
Applied Stochastic Models in Business and Industry2
Risks2
Physica A: Statistical Mechanics and its Applications2
Computational Statistics & Data Analysis2
Journal of the Operational Research Society2
Journal of the Royal Statistical Society Series B2

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 (2019 and 2018)


YearTitle of citing document
2018Asset allocation: new evidence through network approaches. (2018). Clemente, Gian Paolo ; Hitaj, Asmerilda ; Grassi, Rosanna. In: Papers. RePEc:arx:papers:1810.09825.

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2018Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2019Smart network based portfolios. (2019). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1907.01274.

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2018Listening 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.

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2017Bayesian 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.

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2018Model 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.

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2018Model 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.

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2019What 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.

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2018To 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.

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2018The 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.

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2018Forecasting 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.

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2019Measuring 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.

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2019Weak 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.

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2019Double 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.

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2019Latent 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.

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2018Measuring 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.

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2017Autoregressive 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.

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2018Assessing News Contagion in Finance. (2018). Cerchiello, Paola ; Nicola, Giancarlo. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:5-:d:130110.

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2019Practice 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.

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2019The 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.

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2019An 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.

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2018Agency 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.

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2018Ownership 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.

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2018Big 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.

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2018Latent Factor Models for Credit Scoring in P2P Systems. (2018). Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka ; Giudici, Paolo. In: MPRA Paper. RePEc:pra:mprapa:92636.

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2018МОДЕЛЬ 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.

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2018Generalized exogenous processes in DSGE: A Bayesian approach. (2018). Meyer-Gohde, Alexander ; Neuhoff, Daniel. In: IMFS Working Paper Series. RePEc:zbw:imfswp:125.

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Works by Giudici:


YearTitleTypeCited
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
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article5
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
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article31
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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article1
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
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article7
2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
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article0
2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 0
paper
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
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article6
2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
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article2
2018Financial data science In: Statistics & Probability Letters.
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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
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
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chapter3
2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
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article2
2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
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article0
2015Scorecard models for operations management In: International Journal of Data Science.
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article0
2017The role and effect of controlling shareholders in corporate governance In: Journal of Management & Governance.
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article2
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
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article7
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
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article1
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
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paper
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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paper3
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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paper4
2014Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series.
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paper0
2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
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paper0
2015A Bayesian h-index: how to measure research impact In: DEM Working Papers Series.
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paper0
2015Systemic risk of Islamic Banks In: DEM Working Papers Series.
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paper0
2013Bayesian operational risk models In: DEM Working Papers Series.
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paper0
2013Graphical network models for international financial flows In: DEM Working Papers Series.
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paper12
2016Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics.
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article
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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paper0
2016Big data models of bank risk contagion In: DEM Working Papers Series.
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paper1
2016The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series.
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paper0
2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
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paper1
2018Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers.
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paper0
2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
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article0
2001Bayesian inference for graphical factor analysis models In: Psychometrika.
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article1
2017Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology.
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article0
2014On a statistical h index In: Scientometrics.
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article1
2004Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications.
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article5
2009Statistical models for e-learning data In: Statistical Methods & Applications.
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article0
1998Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications.
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article0
1999Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications.
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article0
2011Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers.
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article0
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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article0
2010A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics.
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article2
2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
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article3
2014Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers.
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paper1
2001Editorial In: Applied Stochastic Models in Business and Industry.
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article0
2001Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry.
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article3

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