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Global oil risks in the early 21st century
Fantazzini, Dean; Höök, Mikael; Angelantoni, André - In: Energy policy 39 (2011) 12, pp. 7865-7874
Persistent link: https://www.econbiz.de/10009806364
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Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
Geraskin, Petr; Fantazzini, Dean - In: The European journal of finance 19 (2013) 5, pp. 366-391
Persistent link: https://www.econbiz.de/10010122636
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A New Approach for Firm Value and Default Probability Estimation beyond Merton Models
Giuli, Maria Elena; Fantazzini, Dean; Maggi, Mario … - In: Computational economics 31 (2008) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10007918664
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Enhanced credit default models for heterogeneous SME segments
DeGiuli, Maria Elena; Fantazzini, Dean; Figini, Silvia; … - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 31-39
Persistent link: https://www.econbiz.de/10009895900
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Small sample properties of copula-GARCH modelling: a Monte Carlo study
Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean - In: Applied financial economics 21 (2011) 21, pp. 1587-1598
Persistent link: https://www.econbiz.de/10009187416
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A copula-VAR-X approach for industrial production modelling and forecasting
Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; … - In: Applied economics 42 (2010) 25, pp. 3267-3278
Persistent link: https://www.econbiz.de/10008640797