BERNARDI, MAURO
BERNARDI, MAURO
Dipartimento di Scienze Statistiche
A dominance test for measuring financial connectedness
2020 Bernardi, M.; Stolfi, P.
A dynamic hurdle model for zeroinflated panel count data
2013 Filippo, Belloc; Bernardi, Mauro; Antonello, Maruotti; Lea, Petrella
A multivariate copula-based framework for dealing with hazard scenarios and failure probabilities
2016 Salvadori, Gianfausto; Durante, Fabrizio; De Michele, Carlo; Bernardi, Mauro; Petrella, Lea
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
2019 Bernardi, M.; Cerqueti, R.; Palestini, A.
Are news important to predict the Value-at-Risk?
2017 Bernardi, Mauro; Catania, Leopoldo; Petrella, Lea
Bayesian quantile regression using the skew exponential power distribution
2018 Bernardi, Mauro; Bottone, Marco; Petrella, Lea
Bayesian Tail Risk Interdependence Using Quantile Regression
2015 Bernardi, Mauro; Ghislaine, Gayraud; Lea, Petrella
Comparison of Value-at-Risk models using the MCS approach
2016 Bernardi, Mauro; Catania, Leopoldo
Conditional risk based on multivariate hazard scenarios
2018 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr; Petrella, Lea; Salvadori, Gianfausto
CoVaR of families of copulas
2016 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr
Customized virtual reality naturalistic scenarios promoting engagement and relaxation in patients with cognitive impairment: a proof-of-concept mixed-methods study
2023 Pardini, S.; Gabrielli, S.; Gios, L.; Dianti, M.; Mayora-Ibarra, O.; Appel, L.; Olivetto, S.; Torres, A.; Rigatti, P.; Trentini, E.; Leonardelli, L.; Bernardi, M.; Lucianer, M.; Forti, S.; Novara, C.
Doubly-online change- point detection for monitoring health status during sport activities
2023 Bernardi, Mauro; Stival, Mattia; Dellaportas, Petros
Efficacy of biological agents administered as monotherapy in rheumatoid arthritis: A Bayesian mixed-treatment comparison analysis
2015 Migliore, Alberto; Bizzi, Emanuele; Egan, Colin Gerard; Bernardi, Mauro; Petrella, Lea
Extracting the Cyclical Component in Hours Worked
2011 Bernardi, Mauro; Giuseppe Della, Corte; Tommaso, Proietti
Hazard Assessment under Multivariate Distributional Change-Points: Guidelines and a Flood Case Study
2018 Gianfausto, Salvadori; Durante, Fabrizio; Carlo De Michele, ; Bernardi, Mauro
Indirect Comparison Between Subcutaneous Biologic Agents in Ankylosing Spondylitis
2015 Alberto, Migliore; Emanuele, Bizzi; Bernardi, Mauro; Andrea Picchianti, Diamanti; Bruno, Laganà; Lea, Petrella
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors
2015 Bernardi, Mauro; Lea, Petrella
Locally Sparse Function-on-Function Regression
2023 Bernardi, M; Canale, A; Stefanucci, M
Missing data patterns in runners' careers: do they matter?
2023 Stival, M; Bernardi, M; Cattelan, M; Dellaportas, P
Multiple risk measures for multivariate dynamic heavyâtailed models
2017 Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea