Details about Mauro Bernardi

Access statistics for papers by Mauro Bernardi.

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

Short-id: pbe788

Working Papers

2014

1. Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors
   Papers, arXiv.org View citations (4)

2013

2. Bayesian inference for CoVaR
   Papers, arXiv.org View citations (6)

2012

3. Risk measures for Skew Normal mixtures
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Risk measures for skew normal mixtures, Statistics & Probability Letters, Elsevier (2013) View citations (10) (2013)
4. Skew mixture models for loss distributions: a Bayesian approach
   MPRA Paper, University Library of Munich, Germany View citations (25)
   See also Journal Article Skew mixture models for loss distributions: A Bayesian approach, Insurance: Mathematics and Economics, Elsevier (2012) View citations (24) (2012)

2008

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

Journal Articles

2013

1. A dynamic hurdle model for zeroinflated panel count data
   Applied Economics Letters, 2013, 20, (9), 837-841 View citations (2)
2. Risk measures for skew normal mixtures
   Statistics & Probability Letters, 2013, 83, (8), 1819-1824 View citations (10)
   See also Working Paper Risk measures for Skew Normal mixtures, MPRA Paper (2012) View citations (4) (2012)

2012

3. Skew mixture models for loss distributions: A Bayesian approach
   Insurance: Mathematics and Economics, 2012, 51, (3), 617-623 View citations (24)
   See also Working Paper Skew mixture models for loss distributions: a Bayesian approach, MPRA Paper (2012) View citations (25) (2012)

2011

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