Mauro Bernardi

Mauro Bernardi

Università degli Studi di Padova - Padova / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1790243
University of Padua
person_outline Mauro Bernardi's MOST POPULAR ARTICLES
1-) A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilitiesG Salvadori, F Durante, C De Michele, M Bernardi, L PetrellaWater Resources Research 52 (5), 3701-3721, 20162072016
2-) The model confidence set package for RM Bernardi, L CataniaInternational Journal of Computational Economics and Econometrics 8 (2), 144-158, 20181302018
3-) Switching Generalised Autoregressive Score Copula Models with Application to Systemic RiskL Bernardi, M., CataniaJournal of Applied Econometrics, 201871*2018
4-) Skew mixture models for loss distributions: a Bayesian approachM Bernardi, A Maruotti, L PetrellaInsurance: Mathematics and Economics 51 (3), 617-623, 2012732012
5-) Bayesian tail risk interdependence using quantile regressionM Bernardi, G Gayraud, L Petrella592015