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Details about Fabrizio Durante

Homepage:http://sites.google.com/site/fbdurante/
Workplace:Dipartimento di Scienze dell'Economia (Deparment of Management, Economics, Mathematics and Statistics), Facoltà di Economia (Faculty of Economics), Università del Salento (University of Salento), (more information at EDIRC)

Access statistics for papers by Fabrizio Durante.

Last updated 2019-04-30. Update your information in the RePEc Author Service.

Short-id: pdu282


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Working Papers

2014

  1. Estimation procedures for exchangeable Marshall copulas with hydrological application
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)

2013

  1. A multivariate nonlinear analysis of tourism expenditures
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen Downloads

Journal Articles

2018

  1. A note on bivariate Archimax copulas
    Dependence Modeling, 2018, 6, (1), 178-182 Downloads
  2. Handbook for Applied Modeling: Non‐Gaussian and Correlated Data Jamie D. Riggs and Trent L. Lalonde Lalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9‐781‐31660‐105‐1
    International Statistical Review, 2018, 86, (3), 599-600 Downloads

2017

  1. CoVaR of families of copulas
    Statistics & Probability Letters, 2017, 120, (C), 8-17 Downloads View citations (2)
  2. Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
    Journal of Multivariate Analysis, 2017, 158, (C), 87-102 Downloads View citations (1)
  3. Dependence between Stock Returns of Italian Banks and the Sovereign Risk
    Econometrics, 2017, 5, (2), 1-14 Downloads View citations (1)
  4. Educational Measurement for Applied Researchers Margaret Wu Hak Ping Tam and Tsung-Hau Jen Springer Nature Singapore Pte Ltd., 2016, xiv + 306 pages, £82.00, hardcover ISBN: 978-981-10-3300-1
    International Statistical Review, 2017, 85, (2), 372-373 Downloads
  5. My introduction to copulas: An interview with Roger Nelsen
    Dependence Modeling, 2017, 5, (1), 88-98 Downloads
  6. The Vine Philosopher: An interview with Roger Cooke
    Dependence Modeling, 2017, 5, (1), 256-267 Downloads

2016

  1. Baire category results for quasi–copulas
    Dependence Modeling, 2016, 4, (1), 9 Downloads
  2. Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio
    Dependence Modeling, 2016, 4, (1), 14 Downloads
  3. Stat Trek
    Dependence Modeling, 2016, 4, (1), 109-122 Downloads

2015

  1. A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf
    Dependence Modeling, 2015, 3, (1), 14 Downloads
  2. Building bridges between Mathematics, Insurance and Finance
    Dependence Modeling, 2015, 3, (1), 12 Downloads
  3. Clustering of time series via non-parametric tail dependence estimation
    Statistical Papers, 2015, 56, (3), 701-721 Downloads View citations (5)

2014

  1. Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey
    International Statistical Review, 2014, 82, (1), 146-147 Downloads
  2. Clustering of financial time series in risky scenarios
    Advances in Data Analysis and Classification, 2014, 8, (4), 359-376 Downloads View citations (4)
  3. Multivariate copulas with hairpin support
    Journal of Multivariate Analysis, 2014, 130, (C), 323-334 Downloads View citations (1)
  4. Solution to an open problem about a transformation on the space of copulas
    Dependence Modeling, 2014, 2, (1), 8 Downloads
  5. The R Book, Second Edition by Michael J. Crawley
    International Statistical Review, 2014, 82, (1), 145-146 Downloads
  6. The Skew-Normal and Related Families by Adelchi Azzalini
    International Statistical Review, 2014, 82, (3), 483-483 Downloads

2013

  1. Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence
    International Statistical Review, 2013, 81, (2), 325-325 Downloads
  2. Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
    Insurance: Mathematics and Economics, 2013, 53, (3), 897-905 Downloads View citations (5)
  3. New Perspectives in Statistical Modeling and Data Analysis: Proceedings of the 7th Conference of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, September 9–11, 2009 by Salvatore Ingrassia, Roberto Rocci, Maurizio Vichi
    International Statistical Review, 2013, 81, (3), 460-461 Downloads
  4. Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications by Jan-Frederik Mai, Matthias Scherer, with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber
    International Statistical Review, 2013, 81, (2), 307-307 Downloads

2012

  1. On the approximation of copulas via shuffles of Min
    Statistics & Probability Letters, 2012, 82, (10), 1761-1767 Downloads View citations (3)
  2. Supermigrative copulas and positive dependence
    AStA Advances in Statistical Analysis, 2012, 96, (3), 327-342 Downloads View citations (1)

2011

  1. Invariant dependence structures and Archimedean copulas
    Statistics & Probability Letters, 2011, 81, (12), 1995-2003 Downloads View citations (3)

2010

  1. Measures of non-exchangeability for bivariate random vectors
    Statistical Papers, 2010, 51, (3), 687-699 Downloads View citations (10)
  2. Multivariate shuffles and approximation of copulas
    Statistics & Probability Letters, 2010, 80, (23-24), 1827-1834 Downloads View citations (5)
  3. Non-exchangeability of negatively dependent random variables
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 71, (2), 139-149 Downloads View citations (4)
  4. Spatial contagion between financial markets: a copula‐based approach
    Applied Stochastic Models in Business and Industry, 2010, 26, (5), 551-564 Downloads View citations (15)

2009

  1. Construction of non-exchangeable bivariate distribution functions
    Statistical Papers, 2009, 50, (2), 383-391 Downloads View citations (7)

2008

  1. Threshold copulas and positive dependence
    Statistics & Probability Letters, 2008, 78, (17), 2902-2909 Downloads View citations (4)

2007

  1. A Generalization of the Archimedean Class of Bivariate Copulas
    Annals of the Institute of Statistical Mathematics, 2007, 59, (3), 487-498 Downloads View citations (5)
 
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