Dean Fantazzini

Finance · 2006–2014

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Dean Fantazzini trusts overall

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

  1. Svetlozar T. Rachev
  2. Robert F. Engle
  3. Paul Embrechts
  4. Hong-Bin Fang
  5. Assaf J. Zeevi
  6. Kevin Sheppard
  7. Filip Lindskog
  8. Kai-Tai Fang
  9. Ruey S. Tsay
  10. Umberto Cherubini

Who trusts Dean Fantazzini overall

  1. Beatriz Vaz de Melo Mendes
  2. M. Semeraro
  3. R. Leal
  4. Gregor N. F. Weiß

Papers from Dean Fantazzini's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Handbook of heavy tailed distributions in finance
  3. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
  4. Generalized autoregressive conditional heteroskedasticity
  5. The Meta-elliptical Distributions with Given Marginals
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. A test for constant correlations in a multivariate GARCH model

Their papers