Annalisa Di Clemente : Citation Profile

Are you Annalisa Di Clemente?

"Sapienza" Università di Roma

2

H index

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i10 index

9

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 0
   Journals where Annalisa Di Clemente has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (10 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi508
   Updated: 2024-12-03    RAS profile: 2022-06-13    
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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 Annalisa Di Clemente.

Is cited by:

Foglia, Matteo (2)

Lamouchi, Ali (1)

Bernales, Alejandro (1)

Beuermann, Diether (1)

Cites to:

Tasche, Dirk (4)

Gordy, Michael (4)

Brownlees, Christian (2)

Acerbi, Carlo (2)

DIETSCH, Michel (2)

Dietsch, Michel (2)

Sironi, Andrea (2)

Acharya, Viral (2)

Engle, Robert (2)

merton, robert (2)

Lopez, Jose (1)

Main data

Where Annalisa Di Clemente has published?

Journals with more than one article published# docs
STUDI ECONOMICI4
Economic Notes3

Recent works citing Annalisa Di Clemente (2024 and 2023)

YearTitle of citing document
2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

Full description at Econpapers || Download paper

Works by Annalisa Di Clemente:

YearTitleTypeCited
2010Advanced approaches for measuring total banking capital In: BANCARIA.
[Full Text][Citation analysis]		article0
2014Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books In: Economic Notes.
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2015Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness In: Economic Notes.
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2018Estimating the Marginal Contribution to Systemic Risk by A CoVaR€ model Based on Copula Functions and Extreme Value Theory In: Economic Notes.
[Full Text][Citation analysis]		article5
2005Measuring Portfolio value-at-risk by a copula-evt based approach In: STUDI ECONOMICI.
[Full Text][Citation analysis]		article4
2009La misurazione integrata dei rischi bancari: uno studio simulativo In: STUDI ECONOMICI.
[Full Text][Citation analysis]		article0
2011The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing In: STUDI ECONOMICI.
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2013Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk: an experimental analysis In: STUDI ECONOMICI.
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2020Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio In: JRFM.
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2019Comparing Different Systemic Risk Measures for European Banking System In: International Business Research.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team