Mauro Bernardi

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Leopoldo CataniaAssociate Professor, Aarhus University and CREATESVerified email at econ.au.dk
Fabrizio DuranteDipartimento di Matematica e Fisica "Ennio De Giorgi", Università del SalentoVerified email at unisalento.it
GIANFAUSTO SALVADORIUniversità del Salento, Dipartimento di Matematica e Fisica, Lecce (Italy)Verified email at unisalento.it
Antonello MaruottiLibera Università Maria Ss. AssuntaVerified email at lumsa.it
Carlo De MichelePolitecnico di MilanoVerified email at polimi.it
Emanuele BizziInternal Medicine, Fatebenefratelli Hospital, Milan, ItalyVerified email at asst-fbf-sacco.it
Roy CerquetiSapienza University of RomeVerified email at uniroma1.it
Arsen PalestiniMEMOTEF Sapienza University of RomeVerified email at uniroma1.it
Andrea Picchianti DiamantiVerified email at inwind.it
Bruno LaganaRicercatore Medicina 1, Immunologia Clinica, Sapienza Roma Facoltà di Medicina e PsicologiaVerified email at uniroma1.it
Colin Gerard EganCE Medical WritingVerified email at ce-medicalwriting.com
Roberto CASARINCa' Foscari University of VeniceVerified email at unive.it
Valeria BignozziSenior researcher at University of Milano-Bicocca, Department of Statistics and Quantitative MethodsVerified email at unimib.it
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaVerified email at uniroma2.it
Antonio CanaleAssociate professor, University of PadovaVerified email at stat.unipd.it
Filippo BellocDepartment of Economics and Statistics, University of SienaVerified email at unisi.it
Marco StefanucciUniversity of Rome Tor VergataVerified email at uniroma2.it
Nicolas BiancoPostdoc researcher, Methods for Big Data, Karlsruhe Institute of TechnologyVerified email at kit.edu
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoVerified email at unibz.it
Roberto TrottaProfessor in Astrostatistics, Imperial College LondonVerified email at imperial.ac.uk

Mauro Bernardi

Associate Professor, Department of Statistical Sciences, University of Padova

Verified email at unipd.it

Bayesian statistics risk measures time series analysis quantile methods sport statistics


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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	230	2016
The model confidence set package for R M Bernardi, L Catania International Journal of Computational Economics and Econometrics 8 (2), 144-158, 2018	150	2018
Switching Generalised Autoregressive Score Copula Models with Application to Systemic Risk L Bernardi, M., Catania Journal of Applied Econometrics, 2018	80*	2018
Skew mixture models for loss distributions: a Bayesian approach M Bernardi, A Maruotti, L Petrella Insurance: Mathematics and Economics 51 (3), 617-623, 2012	78	2012
Bayesian tail risk interdependence using quantile regression M Bernardi, G Gayraud, L Petrella	61	2015
CoVaR of families of copulas M Bernardi, F Durante, P Jaworski Statistics & Probability Letters 120, 8-17, 2017	54	2017
Comparison of Value-at-Risk models using the MCS approach M Bernardi, L Catania Computational Statistics 31 (2), 579-608, 2016	54	2016
Multiple risk measures for multivariate dynamic heavy–tailed models M Bernardi, A Maruotti, L Petrella Journal of Empirical Finance 43, 1-32, 2017	47	2017
Risk measures for skew normal mixtures M Bernardi Statistics & Probability Letters 83 (8), 1819-1824, 2013	39	2013
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling L Bernardi, M., Catania Journal of Empirical Finance, 2018	36	2018
MCS: Model confidence set procedure L Catania, M Bernardi Computer software manual]. https://CRAN. R-project. org/package= MCS, 2017	32	2017
Conditional risk based on multivariate hazard scenarios M Bernardi, F Durante, P Jaworski, L Petrella, G Salvadori Stochastic Environmental Research and Risk Assessment 32, 203-211, 2018	29	2018
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	25	2015
Multiple seasonal cycles forecasting model: the Italian electricity demand M Bernardi, L Petrella Statistical Methods & Applications 24, 671-695, 2015	24	2015
Multivariate Markov-Switching models and tail risk interdependence M Bernardi, A Maruotti, L Petrella arXiv preprint arXiv:1312.6407, 2013	23	2013
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	22	2018
Bayesian inference for CoVaR M Bernardi, G Gayraud, L Petrella arXiv preprint arXiv:1306.2834, 2013	22	2013
Indirect comparison between subcutaneous biologic agents in ankylosing spondylitis A Migliore, E Bizzi, M Bernardi, A Picchianti Diamanti, B Laganà, ... Clinical drug investigation 35, 23-29, 2015	19	2015
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	16	2017
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, 1325-1335, 2015	15	2015

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