Browsing All of EconStor by Author Fantazzini, Dean
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2008 | Long memory and periodicity in intraday volatilities of stock index futures | Rossi, Eduardo; Fantazzini, Dean |
2008 | Long memory and tail dependence in trading volume and volatility | Rossi, Eduardo; Santucci de Magistris, Paolo; Fantazzini, Dean |
2009 | A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting | Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; De Giuli, Maria Elena; Maggi, Mario A. |
2009 | Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study | Bianchi, Carluccio; Fantazzini, Dean; De Giuli, Maria Elena; Maggi, Mario |
2020 | Does the hashrate affect the bitcoin price? | Fantazzini, Dean; Kolodin, Nikita |
2021 | Crypto exchanges and credit risk: Modeling and forecasting the probability of closure | Fantazzini, Dean; Calabrese, Raffaella |
2022 | Crypto-coins and credit risk: Modelling and forecasting their probability of death | Fantazzini, Dean |