BERNARDI, MAURO

BERNARDI, MAURO  

Dipartimento di Scienze Statistiche  

Mostra records
Risultati 1 - 20 di 37 (tempo di esecuzione: 0.03 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A dominance test for measuring financial connectedness 2020 Bernardi M. + EUROPEAN JOURNAL OF FINANCE - -
A dynamic hurdle model for zeroinflated panel count data 2013 BERNARDI, MAURO + APPLIED ECONOMICS LETTERS - -
A multivariate copula-based framework for dealing with hazard scenarios and failure probabilities 2016 BERNARDI, MAURO + WATER RESOURCES RESEARCH - -
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall 2019 Bernardi M. + JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY - -
Are news important to predict the Value-at-Risk? 2017 BERNARDI, MAURO + EUROPEAN JOURNAL OF FINANCE - -
Bayesian quantile regression using the skew exponential power distribution 2018 Bernardi, Mauro + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Bayesian Tail Risk Interdependence Using Quantile Regression 2015 BERNARDI, MAURO + BAYESIAN ANALYSIS - -
Comparison of Value-at-Risk models using the MCS approach 2016 BERNARDI, MAURO + COMPUTATIONAL STATISTICS - -
Conditional risk based on multivariate hazard scenarios 2018 Bernardi, MauroDurante, Fabrizio + STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT - -
CoVaR of families of copulas 2016 BERNARDI, MAURO + STATISTICS & PROBABILITY LETTERS - -
Customized virtual reality naturalistic scenarios promoting engagement and relaxation in patients with cognitive impairment: a proof-of-concept mixed-methods study 2023 Pardini S.Bernardi M.Novara C. + SCIENTIFIC REPORTS - -
Doubly-online change- point detection for monitoring health status during sport activities 2023 Bernardi MauroStival MattiaDellaportas Petros THE ANNALS OF APPLIED STATISTICS - -
Efficacy of biological agents administered as monotherapy in rheumatoid arthritis: A Bayesian mixed-treatment comparison analysis 2015 BERNARDI, MAURO + THERAPEUTICS AND CLINICAL RISK MANAGEMENT - -
Extracting the Cyclical Component in Hours Worked 2011 BERNARDI, MAURO + STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - -
Hazard Assessment under Multivariate Distributional Change-Points: Guidelines and a Flood Case Study 2018 durante, fabrizioMauro Bernardi + WATER - -
Indirect Comparison Between Subcutaneous Biologic Agents in Ankylosing Spondylitis 2015 BERNARDI, MAURO + CLINICAL DRUG INVESTIGATION - -
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 2015 BERNARDI, MAURO + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
Locally Sparse Function-on-Function Regression 2023 Bernardi, MCanale, AStefanucci, M JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS - -
Missing data patterns in runners' careers: do they matter? 2023 Stival, MBernardi, MCattelan, M + JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS - -
Multiple risk measures for multivariate dynamic heavy–tailed models 2017 Bernardi, Mauro + JOURNAL OF EMPIRICAL FINANCE - -