Fabrizio Durante

Finance · 2006–2017

A researcher in the Science corpus: 17 papers; trusts 64 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

• Finance — 155 citations into it; #1,330 of 10,518 by trust here, #1,893 by citations
• Statistics and Probability — 67 citations into it; #2,934 of 12,932 by trust here, #3,102 by citations
• Management Science and Operations Research — 62 citations into it; #4,006 of 11,946 by trust here, #6,314 by citations
• Economics and Econometrics — 61 citations into it; #8,066 of 23,481 by trust here, #14,996 by citations
• Global and Planetary Change — 59 citations into it; #831 of 10,225 by trust here, #2,967 by citations
• Artificial Intelligence — 26 citations into it
• Demography — 13 citations into it
• Environmental Engineering — 11 citations into it

Whom Fabrizio Durante trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Genest
2. G. Salvadori
3. Roger B. Nelsen
4. Paul Embrechts
5. Carlo De Michele
6. Alessandro Juri
7. Patricia Mariela Morillas
8. Alexander J. McNeil
9. Arthur Charpentier
10. Anne-Catherine Favre

Who trusts Fabrizio Durante overall

1. G. Salvadori
2. M. Brunner
3. F. Serinaldi
4. Carlo De Michele
5. Paul Embrechts
6. Filippo Domma
7. Reinhard Furrer
8. H. Chowdhary
9. Wolfgang Trutschnig
10. Carlo Sempi

Papers from Fabrizio Durante's perspective

Ordered by how strongly the researchers Fabrizio Durante trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fonctions de repartition a n dimensions et leurs marges
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. An Introduction to Copulas
4. An Introduction to Copulas
5. Goodness-of-fit tests for copulas: A review and a power study
6. Copula convergence theorems for tail events
7. On Default Correlation: A Copula Function Approach
8. Multivariate hydrological frequency analysis using copulas
9. Bivariate Statistical Approach to Check Adequacy of Dam Spillway
10. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers

• On the return period and design in a multivariate framework (2011) — 336 citations
• Construction of non-exchangeable bivariate distribution functions (2009) — 70 citations
• On the construction of multivariate extreme value models via copulas (2009) — 112 citations
• A new class of symmetric bivariate copulas (2006) — 62 citations
• A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016) — 231 citations
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009) — 71 citations
• Distorted Copulas: Constructions and Tail Dependence (2010) — 56 citations
• CoVaR of families of copulas (2017) — 47 citations
• Principles of Copula Theory (2015) — 580 citations
• Clustering of time series via non-parametric tail dependence estimation (2014) — 48 citations
• Multivariate return period calculation via survival functions (2013) — 127 citations
• Copulae in Mathematical and Quantitative Finance (2013) — 80 citations
• Copula Theory: An Introduction (2010) — 230 citations
• Copula Theory and Its Applications (2010) — 478 citations
• Spatial contagion between financial markets: a copula-based approach (2010) — 72 citations
• Shuffles of copulas (2009) — 56 citations
• Absolutely Continuous Copulas with Given Diagonal Sections (2008) — 47 citations