| A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities G Salvadori, F Durante, C De Michele, M Bernardi, L Petrella Water Resources Research 52 (5), 3701-3721, 2016 | 216 | 2016 |
| The model confidence set package for R M Bernardi, L Catania International Journal of Computational Economics and Econometrics 8 (2), 144-158, 2018 | 143 | 2018 |
| Switching Generalised Autoregressive Score Copula Models with Application to Systemic Risk L Bernardi, M., Catania Journal of Applied Econometrics, 2018 | 72* | 2018 |
| Skew mixture models for loss distributions: a Bayesian approach M Bernardi, A Maruotti, L Petrella Insurance: Mathematics and Economics 51 (3), 617-623, 2012 | 72 | 2012 |
| Bayesian tail risk interdependence using quantile regression M Bernardi, G Gayraud, L Petrella | 59 | 2015 |
| Comparison of Value-at-Risk models using the MCS approach M Bernardi, L Catania Computational Statistics 31 (2), 579-608, 2016 | 54 | 2016 |
| CoVaR of families of copulas M Bernardi, F Durante, P Jaworski Statistics & Probability Letters 120, 8-17, 2017 | 49 | 2017 |
| Multiple risk measures for multivariate dynamic heavy–tailed models M Bernardi, A Maruotti, L Petrella Journal of Empirical Finance 43, 1-32, 2017 | 43 | 2017 |
| Risk measures for skew normal mixtures M Bernardi Statistics & Probability Letters 83 (8), 1819-1824, 2013 | 37 | 2013 |
| Portfolio Optimisation Under Flexible Dynamic Dependence Modelling L Bernardi, M., Catania Journal of Empirical Finance, 2018 | 33 | 2018 |
| MCS: Model confidence set procedure L Catania, M Bernardi Computer software manual]. https://CRAN. R-project. org/package= MCS, 2017 | 29 | 2017 |
| Conditional risk based on multivariate hazard scenarios M Bernardi, F Durante, P Jaworski, L Petrella, G Salvadori Stochastic Environmental Research and Risk Assessment 32, 203-211, 2018 | 25 | 2018 |
| Interconnected risk contributions: A heavy-tail approach to analyze US financial sectors M Bernardi, L Petrella Journal of Risk and Financial Management 8 (2), 198-226, 2015 | 24 | 2015 |
| Multiple seasonal cycles forecasting model: the Italian electricity demand M Bernardi, L Petrella Statistical Methods & Applications 24, 671-695, 2015 | 23 | 2015 |
| Multivariate Markov-Switching models and tail risk interdependence M Bernardi, A Maruotti, L Petrella arXiv preprint arXiv:1312.6407, 2013 | 23 | 2013 |
| Bayesian inference for CoVaR M Bernardi, G Gayraud, L Petrella arXiv preprint arXiv:1306.2834, 2013 | 21 | 2013 |
| Hazard assessment under multivariate distributional change-points: Guidelines and a flood case study G Salvadori, F Durante, C De Michele, M Bernardi Water 10 (6), 751, 2018 | 20 | 2018 |
| Indirect comparison between subcutaneous biologic agents in ankylosing spondylitis A Migliore, E Bizzi, M Bernardi, A Picchianti Diamanti, B Laganą, ... Clinical drug investigation 35, 23-29, 2015 | 19 | 2015 |
| Are news important to predict the Value-at-Risk? M Bernardi, L Catania, L Petrella The European Journal of Finance 23 (6), 535-572, 2017 | 16 | 2017 |
| Efficacy of biological agents administered as monotherapy in rheumatoid arthritis: a Bayesian mixed-treatment comparison analysis A Migliore, E Bizzi, CG Egan, M Bernardi, L Petrella Therapeutics and Clinical Risk Management, 1325-1335, 2015 | 15 | 2015 |
Fabrizio DuranteDipartimento di Scienze dell'Economia, Universitą del SalentoVerified email at unisalento.it
