| Dynamic copula modelling for value at risk D Fantazzini Frontiers in Finance and Economics (2008) 5 (2), 72-108, 2006 | 175* | 2006 |
| Random survival forests models for SME credit risk measurement D Fantazzini, S Figini Methodology and computing in applied probability 11, 29-45, 2009 | 171 | 2009 |
| Forecasting German car sales using Google data and multivariate models D Fantazzini, Z Toktamysova International Journal of Production Economics 170, 97-135, 2015 | 139 | 2015 |
| Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask P Geraskin, D Fantazzini The European Journal of Finance 19 (5), 366-391, 2013 | 137 | 2013 |
| The oil price crash in 2014/15: Was there a (negative) financial bubble? D Fantazzini Energy Policy 96, 383-396, 2016 | 124 | 2016 |
| Reviewing electricity production cost assessments S Larsson, D Fantazzini, S Davidsson, S Kullander, M Höök Renewable and Sustainable Energy Reviews 30, 170-183, 2014 | 123 | 2014 |
| Global oil risks in the early 21st century D Fantazzini, M Höök, A Angelantoni Energy Policy 39 (12), 7865-7873, 2011 | 116 | 2011 |
| The effects of misspecified marginals and copulas on computing the value at risk: A monte carlo study D Fantazzini Computational Statistics & Data Analysis 53 (6), 2168-2188, 2009 | 115 | 2009 |
| Эконометрика-2: продвинутый курс с приложениями в финансах ДФ СА Айвазян | 111 | 2014 |
| Copulae and operational risks D Fantazzini, L Dalla Valle, P Giudici International Journal of Risk assessment and management 9 (3), 238-257, 2008 | 89* | 2008 |
| Everything you always wanted to know about bitcoin modelling but were afraid to ask - Part 1 D Fantazzini, E Nigmatullin, V Sukhanovskaya, S Ivliev Applied Econometrics 44, 5--24, 2016 | 75* | 2016 |
| (2011a). Моделирование многомерных распределений с использованием копула-функций. I. Прикладная эконометрика, 22 (2), 98-134 Д Фантаццини | 68* | 2011 |
| Long memory and periodicity in intraday volatility E Rossi, D Fantazzini Journal of Financial Econometrics 13 (4), 922-961, 2015 | 66 | 2015 |
| Hydrocarbon liquefaction: viability as a peak oil mitigation strategy M Höök, D Fantazzini, A Angelantoni, S Snowden Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2014 | 56 | 2014 |
| Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 D Fantazzini, E Nigmatullin, V Sukhanovskaya, S Ivliev Applied Econometrics 45, 5-28, 2017 | 53* | 2017 |
| Does the hashrate affect the bitcoin price? D Fantazzini, N Kolodin Journal of Risk and Financial Management 13 (11), 263, 2020 | 50 | 2020 |
| Эконометрический анализ финансовых данных в задачах управления риском Ф Деан Прикладная эконометрика, 91-137, 2008 | 48* | 2008 |
| A multivariate approach for the joint modelling of market risk and credit risk for cryptocurrencies D Fantazzini, S Zimin Journal of Industrial & Business Economics 47, 19–69, 2020 | 36 | 2020 |
| Forecasting the real price of oil using online search data D Fantazzini, N Fomichev International Journal of Computational Economics and Econometrics 4 (1-2), 4-31, 2014 | 31 | 2014 |
| Default forecasting for small-medium enterprises: Does heterogeneity matter? D Fantazzini, S Figini International Journal of Risk Assessment and Management 11 (1-2), 138-163, 2009 | 31 | 2009 |
