Dean Fantazzini
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Random survival forests models for SME credit risk measurement Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
| Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects Computational Statistics and Data Analysis | 2014-04-14 | Paper |
| The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study Computational Statistics and Data Analysis | 2010-03-30 | Paper |
| A new approach for firm value and default probability estimation beyond Merton models Computational Economics | 2008-06-11 | Paper |
Research outcomes over time
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