Luciana Dalla Valle : Citation Profile


Are you Luciana Dalla Valle?

5

H index

2

i10 index

57

Citations

RESEARCH PRODUCTION:

14

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 3
   Journals where Luciana Dalla Valle has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda322
   Updated: 2024-07-05    RAS profile: 2024-01-08    
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Relations with other researchers


Works with:

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

Is cited by:

Giudici, Paolo (8)

Fantazzini, Dean (6)

Cerchiello, Paola (4)

Gambacorta, Leonardo (2)

Ashraf, Dawood (2)

Aldasoro, Iñaki (2)

Nikulin, Dagmara (1)

Kevkhishvili, Rusudan (1)

Greselin, Francesca (1)

Li, jianping (1)

Ferreira, Joao (1)

Cites to:

Acerbi, Carlo (4)

Koopman, Siem Jan (4)

Patton, Andrew (3)

Tasche, Dirk (2)

Giudici, Paolo (2)

Hafner, Christian (2)

Chen, Xiaohong (2)

Altman, Edward (2)

Artzner, Philippe (2)

Engle, Robert (1)

Allen, David (1)

Main data


Where Luciana Dalla Valle has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Methodology and Computing in Applied Probability2
Journal of the Royal Statistical Society Series C2

Working Papers Series with more than one paper published# docs
UNIMI - Research Papers in Economics, Business, and Statistics / Universitá degli Studi di Milano2

Recent works citing Luciana Dalla Valle (2024 and 2023)


YearTitle of citing document
2023Deep into The Domain Shift: Transfer Learning through Dependence Regularization. (2023). Huang, Zhixiang ; Wang, Dongdong ; Leung, Cheuk Hang ; Wu, QI ; Yuan, Zhiri ; Ma, Shumin. In: Papers. RePEc:arx:papers:2305.19499.

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2023Copula-based multivariate renewal model for life-cycle analysis of civil infrastructure considering multiple dependent deterioration processes. (2023). Guo, Hongyuan ; Dong, You ; Li, Yaohan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:231:y:2023:i:c:s095183202200607x.

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2023Network models for cyber attacks evaluation. (2023). Tarantola, Claudia ; Osmetti, Silvia Angela ; Facchinetti, Silvia. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000848.

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2024.

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2024.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

Full description at Econpapers || Download paper

Works by Luciana Dalla Valle:


YearTitleTypeCited
2015Default Probability Estimation via Pair Copula Constructions In: Papers.
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paper11
2016Default probability estimation via pair copula constructions.(2016) In: European Journal of Operational Research.
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This paper has nother version. Agregated cites: 11
article
2013Default Probability Estimation via Pair Copula Constructions.(2013) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 11
paper
2008Statistical Analysis of the Country Selection for Italian SMEs In: UNIMI - Research Papers in Economics, Business, and Statistics.
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paper0
2009Overview about bias in Customer Satisfaction Surveys and focus on self-selection error In: UNIMI - Research Papers in Economics, Business, and Statistics.
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paper0
2009Overview about bias in customer satisfaction surveys and focus on self-selection error.(2009) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2018Bayesian non?parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
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article5
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2022A Bayesian non?linear state space copula model for air pollution in Beijing In: Journal of the Royal Statistical Society Series C.
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article0
2022Approximate Bayesian conditional copulas In: Computational Statistics & Data Analysis.
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article0
2023Bayesian multivariate nonlinear state space copula models 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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article19
2022The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets In: JRFM.
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article0
2009Bayesian Copulae Distributions, with Application to Operational Risk Management In: Methodology and Computing in Applied Probability.
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article9
2012Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management In: Methodology and Computing in Applied Probability.
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article0
2018A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live? In: The American Statistician.
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article1
2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
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article1
2015Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance In: Journal of Business Economics and Management.
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article6
2016The Use of Official Statistics in Self-Selection Bias Modeling In: Journal of Official Statistics.
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article3
2018Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates In: Risk Analysis.
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article2

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