Dean Fantazzini
Dean Fantazzini
Deputy Head of MSE - MSU's Chair of Econometrics and Mathematical Methods in Economics
Verified email at - Homepage
Cited by
Cited by
Dynamic copula modelling for value at risk
D Fantazzini
Frontiers in Finance and Economics (2008) 5 (2), 72-108, 2006
Random survival forests models for SME credit risk measurement
D Fantazzini, S Figini
Methodology and computing in applied probability 11 (1), 29-45, 2009
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
P Geraskin, D Fantazzini
The European Journal of Finance 19 (5), 366-391, 2013
Forecasting German car sales using Google data and multivariate models
D Fantazzini, Z Toktamysova
International Journal of Production Economics 170, 97-135, 2015
Reviewing electricity production cost assessments
S Larsson, D Fantazzini, S Davidsson, S Kullander, M Höök
Renewable and Sustainable Energy Reviews 30, 170-183, 2014
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
D Fantazzini
Computational Statistics & Data Analysis 53 (6), 2168-2188, 2009
The oil price crash in 2014/15: Was there a (negative) financial bubble?
D Fantazzini
Energy Policy 96, 383-396, 2016
Global oil risks in the early 21st century
D Fantazzini, M Höök, A Angelantoni
Energy Policy 39 (12), 7865-7873, 2011
Эконометрика-2: продвинутый курс с приложениями в финансах
ДФ СА Айвазян
Copulae and operational risks
D Fantazzini, L Dalla Valle, P Giudici
International Journal of Risk assessment and management 9 (3), 238-257, 2008
(2011a). Моделирование многомерных распределений с использованием копула-функций. I. Прикладная эконометрика, 22 (2), 98-134
Д Фантаццини
Everything you always wanted to know about bitcoin modelling but were afraid to ask - Part 1
D Fantazzini, E Nigmatullin, V Sukhanovskaya, S Ivliev
Applied Econometrics 44, 5--24, 2016
Long memory and periodicity in intraday volatility
E Rossi, D Fantazzini
Journal of Financial Econometrics 13 (4), 922-961, 2015
Hydrocarbon liquefaction: viability as a peak oil mitigation strategy
M Höök, D Fantazzini, A Angelantoni, S Snowden
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2014
Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2
D Fantazzini, E Nigmatullin, V Sukhanovskaya, S Ivliev
Applied Econometrics 45, 5-28, 2017
Эконометрический анализ финансовых данных в задачах управления риском
Ф Деан
Прикладная эконометрика, 91-137, 2008
Credit risk management
D Fantazzini
Applied Econometrics 12 (4), 84-137, 2008
Default forecasting for small-medium enterprises: Does heterogeneity matter?
D Fantazzini, S Figini
International Journal of Risk Assessment and Management 11 (1-2), 138-163, 2009
Forecasting the real price of oil using online search data
D Fantazzini, N Fomichev
International Journal of Computational Economics and Econometrics 4 (1-2), 4-31, 2014
A new approach for firm value and default probability estimation beyond Merton models
ME De Giuli, D Fantazzini, MA Maggi
Computational Economics 31 (2), 161-180, 2008
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