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Fabrizio Durante

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First Name:Fabrizio
Middle Name:
Last Name:Durante
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RePEc Short-ID:pdu282
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http://sites.google.com/site/fbdurante/
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  1. Fabrizio Durante & Ostap Okhrin, 2014. "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers SFB649DP2014-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Marta Disegna & Fabrizio Durante & Enrico Foscolo, 2013. "A multivariate nonlinear analysis of tourism expenditures," BEMPS - Bozen Economics & Management Paper Series BEMPS10, School of Economics and Management at the Free University of Bozen.
  1. Bernardi, M. & Durante, F. & Jaworski, P., 2017. "CoVaR of families of copulas," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 8-17.
  2. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven, 2016. "Stat Trek," Dependence Modeling, De Gruyter Open, vol. 4(1), pages 109-122, May.
  3. Fabrizio Durante, 2015. "Computational Actuarial Science with R," International Statistical Review, International Statistical Institute, vol. 83(3), pages 511-511, December.
  4. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2015. "Clustering of time series via non-parametric tail dependence estimation," Statistical Papers, Springer, vol. 56(3), pages 701-721, August.
  5. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias, 2015. "A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf," Dependence Modeling, De Gruyter Open, vol. 3(1), pages 14, October.
  6. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias, 2015. "Building bridges between Mathematics, Insurance and Finance," Dependence Modeling, De Gruyter Open, vol. 3(1), pages 12, May.
  7. Durante Fabrizio & Fernández-Sánchez Juan & Trutschnig Wolfgang, 2014. "Solution to an open problem about a transformation on the space of copulas," Dependence Modeling, De Gruyter Open, vol. 2(1), pages 8, November.
  8. Fabrizio Durante, 2014. "The R Book, Second Edition by Michael J. Crawley," International Statistical Review, International Statistical Institute, vol. 82(1), pages 145-146, 04.
  9. Durante, Fabrizio & Fernández Sánchez, Juan & Trutschnig, Wolfgang, 2014. "Multivariate copulas with hairpin support," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 323-334.
  10. Fabrizio Durante, 2014. "Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey," International Statistical Review, International Statistical Institute, vol. 82(1), pages 146-147, 04.
  11. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2014. "Clustering of financial time series in risky scenarios," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(4), pages 359-376, December.
  12. Fabrizio Durante, 2014. "The Skew-Normal and Related Families by Adelchi Azzalini," International Statistical Review, International Statistical Institute, vol. 82(3), pages 483-483, December.
  13. Durante, Fabrizio & Fernández Sánchez, Juan & Sempi, Carlo, 2013. "Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 897-905.
  14. Fabrizio Durante, 2013. "Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications by Jan-Frederik Mai, Matthias Scherer, with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber," International Statistical Review, International Statistical Institute, vol. 81(2), pages 307-307, 08.
  15. Fabrizio Durante, 2013. "New Perspectives in Statistical Modeling and Data Analysis: Proceedings of the 7th Conference of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, September 9–11,," International Statistical Review, International Statistical Institute, vol. 81(3), pages 460-461, December.
  16. Fabrizio Durante, 2013. "Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence," International Statistical Review, International Statistical Institute, vol. 81(2), pages 325-325, 08.
  17. Fabrizio Durante & Roberto Ghiselli-Ricci, 2012. "Supermigrative copulas and positive dependence," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 327-342, July.
  18. Durante, Fabrizio & Sánchez, Juan Fernández, 2012. "On the approximation of copulas via shuffles of Min," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1761-1767.
  19. Durante, Fabrizio & Jaworski, Piotr & Mesiar, Radko, 2011. "Invariant dependence structures and Archimedean copulas," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1995-2003.
  20. Fabrizio Durante & Erich Klement & Carlo Sempi & Manuel Úbeda-Flores, 2010. "Measures of non-exchangeability for bivariate random vectors," Statistical Papers, Springer, vol. 51(3), pages 687-699, September.
  21. Fabrizio Durante & Pier Papini, 2010. "Non-exchangeability of negatively dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 139-149, March.
  22. Durante, Fabrizio & Fernández-Sánchez, Juan, 2010. "Multivariate shuffles and approximation of copulas," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1827-1834, December.
  23. Fabrizio Durante, 2009. "Construction of non-exchangeable bivariate distribution functions," Statistical Papers, Springer, vol. 50(2), pages 383-391, March.
  24. Durante, Fabrizio & Foschi, Rachele & Spizzichino, Fabio, 2008. "Threshold copulas and positive dependence," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2902-2909, December.
  25. Fabrizio Durante & José Quesada-Molina & Carlo Sempi, 2007. "A Generalization of the Archimedean Class of Bivariate Copulas," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 487-498, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DCM: Discrete Choice Models (1) 2014-02-08. Author is listed
  2. NEP-ECM: Econometrics (1) 2014-02-08. Author is listed
  3. NEP-TUR: Tourism Economics (1) 2013-07-05. Author is listed

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