Paolo Giudici
Italy University of Pavia
ORCID
Published in 2019
- Vector error correction models to measure connectedness of Bitcoin exchange markets
- Authors: Paolo Giudici, Paolo Pagnottoni
- Journal: Applied Stochastic Models in Business and Industry
ORCID
Published in 2019
- What determines bitcoin exchange prices? A network VAR approach
- Authors: -
- Journal: Finance Research Letters
ORCID
Published in 2018
- CoRisk: Credit risk contagion with correlation network models
- Authors: -
- Journal: Risks
ORCID
Published in 2018
- Financial data science
- Authors: Paolo Giudici
- Journal: Statistics and Probability Letters
Verified
Published in 2017
- Measuring bank contagion in Europe using binary spatial regression models
- Authors: Raffaella Calabrese, Johan A. Elkink, Paolo S. Giudici
- Journal: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
ORCID
Published in 2017
- CLADAG 2015 special issue: Selected papers on classification and data analysis
- Authors: Paolo Giudici, Francesca Greselin, Thomas Brendan Murphy, Carla Rampichini
- Journal: Statistical Analysis and Data Mining
ORCID
Published in 2017
- Categorical network models for systemic risk measurement
- Authors: Paola Cerchiello, Paolo Giudici
- Journal: Quality and Quantity
ORCID
Published in 2017
- Credit risk assessment with Bayesian model averaging
- Authors: Silvia Figini, Paolo Giudici
- Journal: Communications in Statistics - Theory and Methods
ORCID
Published in 2017
- Heterogeneous market structure and systemic risk: Evidence from dual banking systems
- Authors: -
- Journal: Journal of Financial Stability
ORCID
Published in 2017
- Sovereign risk in the Euro area: a multivariate stochastic process approach
- Authors: Paolo Giudici, Laura Parisi
- Journal: Quantitative Finance