Mauro Bernardi
Mauro Bernardi
Assistant Professor, University of Padova
Bestätigte E-Mail-Adresse bei unipd.it
Titel
Zitiert von
Zitiert von
Jahr
A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities
G Salvadori, F Durante, C De Michele, M Bernardi, L Petrella
Water Resources Research 52 (5), 3701-3721, 2016
1082016
The model confidence set package for R
M Bernardi, L Catania
International Journal of Computational Economics and Econometrics 8 (2), 144-158, 2018
562018
Skew mixture models for loss distributions: a Bayesian approach
M Bernardi, A Maruotti, L Petrella
Insurance: Mathematics and Economics 51 (3), 617-623, 2012
432012
Bayesian tail risk interdependence using quantile regression
M Bernardi, G Gayraud, L Petrella
Bayesian Analysis 10 (3), 553-603, 2015
372015
Risk measures for skew normal mixtures
M Bernardi
Statistics & Probability Letters 83 (8), 1819-1824, 2013
322013
CoVaR of families of copulas
M Bernardi, F Durante, P Jaworski
Statistics & Probability Letters 120, 8-17, 2017
272017
Switching Generalised Autoregressive Score Copula Models with Application to Systemic Risk
L Bernardi, M., Catania
Journal of Applied Econometrics, 2018
21*2018
Comparison of Value-at-Risk models using the MCS approach
M Bernardi, L Catania
Computational Statistics 31 (2), 579-608, 2016
202016
Multiple risk measures for multivariate dynamic heavy–tailed models
M Bernardi, A Maruotti, L Petrella
Journal of Empirical Finance 43, 1-32, 2017
192017
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling
L Bernardi, M., Catania
Journal of Empirical Finance, 2018
162018
Multiple seasonal cycles forecasting model: the Italian electricity demand
M Bernardi, L Petrella
Statistical Methods & Applications 24 (4), 671-695, 2015
162015
Interconnected risk contributions: A heavy-tail approach to analyze US financial sectors
M Bernardi, L Petrella
Journal of Risk and Financial Management 8 (2), 198-226, 2015
152015
Multivariate Markov-Switching models and tail risk interdependence
M Bernardi, A Maruotti, L Petrella
arXiv preprint arXiv:1312.6407, 2013
152013
Bayesian inference for CoVaR
M Bernardi, G Gayraud, L Petrella
arXiv preprint arXiv:1306.2834, 2013
152013
Indirect comparison between subcutaneous biologic agents in ankylosing spondylitis
A Migliore, E Bizzi, M Bernardi, AP Diamanti, B Laganà, L Petrella
Clinical drug investigation 35 (1), 23-29, 2015
142015
MCS: Model confidence set procedure
L Catania, M Bernardi
R package version 0.1 3, 2017
132017
Conditional risk based on multivariate hazard scenarios
M Bernardi, F Durante, P Jaworski, L Petrella, G Salvadori
Stochastic environmental research and risk assessment 32 (1), 203-211, 2018
122018
Hazard assessment under multivariate distributional change-points: Guidelines and a flood case study
G Salvadori, F Durante, C De Michele, M Bernardi
Water 10 (6), 751, 2018
92018
Are news important to predict the Value-at-Risk?
M Bernardi, L Catania, L Petrella
The European Journal of Finance 23 (6), 535-572, 2017
82017
Efficacy of biological agents administered as monotherapy in rheumatoid arthritis: a Bayesian mixed-treatment comparison analysis
A Migliore, E Bizzi, CG Egan, M Bernardi, L Petrella
Therapeutics and clinical risk management 11, 1325, 2015
82015
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