DURANTE, FABRIZIO
DURANTE, FABRIZIO
DIPARTIMENTO DI SCIENZE DELL'ECONOMIA
$L^{infty}$-measure of non-exchangeability for bivariate extreme value and Archimax copulas
2010-01-01 Durante, F; Mesiar, R
A copula model for tourists’ spending behavior
2014-01-01 Disegna, M; Durante, F; Foscolo, E
A graphical copula–based tool for detecting tail dependence
2016-01-01 Pappadà, R; Durante, F; Torelli, N
A graphical tool for copula selection based on tail dependence
2018-01-01 Pappada, R.; Durante, F.; Torelli, N.
A Journey from Statistics and Probability to Risk Theory: An interview with Ludger Rüschendorf
2015-01-01 Durante, F; Puccetti, M; Scherer, M
A method for constructing higher-dimensional copulas
2012-01-01 Durante, F; Foscolo, E; Rodrìguez-Lallena, Ja; Ùbeda-Flores, M
A method for constructing multivariate copulas
2007-01-01 Durante, F; Quesada-Molina, Jj; Úbeda-Flores, M
A multivariate analysis of tourists'spending behaviour
2017-01-01 Disegna, Marta; Durante, Fabrizio; Foscolo, Enrico
A multivariate Copula-based framework for dealing with Hazard Scenarios and Failure Probabilities
2016-01-01 Salvadori, Gianfausto; Durante, Fabrizio; C., De Michele; M., Bernardi; L., Petrella
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
2022-01-01 Durante, F.; Gianfreda, A.; Ravazzolo, F.; Rossini, L.
A multivariate nonlinear analysis of tourism expenditures
2013-01-01 Disegna, M; Durante, F; Foscolo, E
A multivariate nonlinear analysis of tourism expenditures
2013-01-01 Disegna, M; Durante, F; Foscolo, E
A new characterization of bivariate copulas
2010-01-01 Durante, F; Jaworski, P
A new class of symmetric bivariate copulas
2006-01-01 Durante, F
A new family of symmetric bivariate copulas
2007-01-01 Durante, F
A note on biconic copulas
2011-01-01 Durante, F; Fernández-Sánchez, J
A note on bivariate Archimax copulas
2018-01-01 Durante, Fabrizio; Fernandez-Sanchez, Juan; Sempi, Carlo
A note on the compatibility of bivariate copulas
2014-01-01 Durante, F; Fernández-Sánchez, J
A note on the convex combinations of triangular norms
2008-01-01 Durante, F; Sarkoci, P
A portfolio diversification strategy via tail dependence clustering
2017-01-01 Wang, Hao; Pappada' , Roberta; Durante, Fabrizio; Foscolo, Enrico