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Details about Mauro Bernardi

Postal address:Via del Castro Laurenziano, 9 00161 Rome ITALY
Workplace:Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF) (Department of Methods and Models for Economics, Territory and Finance), Facoltà di Economia (Faculty of Economics), "Sapienza" Università di Roma (Sapienza University of Rome), (more information at EDIRC)

Access statistics for papers by Mauro Bernardi.

Last updated 2014-03-05. Update your information in the RePEc Author Service.

Short-id: pbe788


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Working Papers

2014

  1. Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors
    Papers, arXiv.org Downloads View citations (2)

2013

  1. Bayesian inference for CoVaR
    Papers, arXiv.org Downloads View citations (5)

2012

  1. Risk measures for Skew Normal mixtures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Statistics & Probability Letters (2013)
  2. Skew mixture models for loss distributions: a Bayesian approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (18)
    See also Journal Article in Insurance: Mathematics and Economics (2012)

2008

  1. Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

Journal Articles

2013

  1. A dynamic hurdle model for zeroinflated panel count data
    Applied Economics Letters, 2013, 20, (9), 837-841 Downloads View citations (2)
  2. Risk measures for skew normal mixtures
    Statistics & Probability Letters, 2013, 83, (8), 1819-1824 Downloads View citations (8)
    See also Working Paper (2012)

2012

  1. Skew mixture models for loss distributions: A Bayesian approach
    Insurance: Mathematics and Economics, 2012, 51, (3), 617-623 Downloads View citations (17)
    See also Working Paper (2012)

2011

  1. Extracting the Cyclical Component in Hours Worked
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (3), 1-28 Downloads View citations (3)
 
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