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Comparing the accuracy of default predictions in the rating industry : The case of Moody's vs. S&P
Krämer, Walter, (2003)
Credit ratings and credit risk : is one measure enough?
Hilscher, Jens, (2017)
Can market information outperform hard and soft information in predicting corporate defaults?
Filomeni, Stefano, (2024)
Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach
Fantazzini, Dean, (2009)
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean, (2021)
Detecting pump-and-dumps with crypto-assets : dealing with imbalanced datasets and insiders’ anticipated purchases
Fantazzini, Dean, (2023)