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Giudici : Citation Profile


Are you Giudici?

Università degli Studi di Pavia

4

H index

1

i10 index

58

Citations

RESEARCH PRODUCTION:

24

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 3
   Journals where Giudici has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 18 (23.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2018-02-17    RAS profile: 2017-11-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cerchiello, Paola (10)

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:

Calabrese, Raffaella (2)

Griffin, Jim (2)

Ahelegbey, Daniel Felix (2)

Cerchiello, Paola (2)

Steel, Mark (2)

Bartolucci, Francesco (1)

Billio, Monica (1)

Kohn, Robert (1)

Parisi, Laura (1)

Pandolfi, Silvia (1)

Fantazzini, Dean (1)

Cites to:

Billio, Monica (14)

Shleifer, Andrei (10)

Lucas, Andre (10)

Koopman, Siem Jan (10)

Schwaab, Bernd (10)

Brownlees, Christian (9)

Pelizzon, Loriana (9)

Barigozzi, Matteo (9)

battiston, stefano (8)

Lo, Andrew (8)

Acharya, Viral (7)

Main data


Where Giudici has published?


Journals with more than one article published# docs
Statistical Methods & Applications3
Computational Statistics & Data Analysis2
Journal of the Royal Statistical Society Series B2
Quality & Quantity: International Journal of Methodology2
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 (2018 and 2017)


YearTitle of citing document
2017Estimation of Graphical Models using the $L_{1,2}$ Norm. (2017). Chiong, Khai X ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10038.

Full description at Econpapers || Download paper

2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455.

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.

Full description at Econpapers || Download paper

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

2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Abedifar, Pejman ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Measuring bank contagion in Europe using binary spatial regression models. (2017). Calabrese, Raffaella ; Giudici, Paolo S ; Elkink, Johan A. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0189-4.

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

2017IS SOCIAL CAPITAL IMPORTANT IN FORMAL-INFORMAL SECTOR LINKAGES?. (2017). Koto, Prosper Senyo . In: Journal of Developmental Entrepreneurship (JDE). RePEc:wsi:jdexxx:v:22:y:2017:i:02:n:s108494671750008x.

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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article23
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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article4
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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article1
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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article1
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
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chapter2
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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article0
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
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article2
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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paper2
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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paper0
2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
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paper1
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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paper5
2016Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 5
article
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models In: DEM Working Papers Series.
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paper0
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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paper0
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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paper0
2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems In: DEM Working Papers Series.
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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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article0
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
2014Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team