Publications

Here I list a selection of the most recent publications (last five years). For a complete list, see here.
 
 Books

Edited Books

To appear 
2017

 2016

2015

  • F. Durante, J. Fernández-Sánchez, and R. Pappadà, Copulas, diagonals and tail dependence, Fuzzy Sets and Systems, 264:22-41, 2015.
  • F. Durante, J. Fernández-Sánchez, J.J. Quesada-Molina, and M. Úbeda-Flores. Convergence results for patchwork copulas, European J. Oper. Res., 247:525-531, 2015.
  • F. Durante, J. Fernández-Sánchez, and W. Trutschnig, A typical copula is singular, J. Math. Anal. Appl., 430:517-527, 2015.
  • F. Durante, J. Fernández-Sánchez, and W. Trutschnig, On singular components of a copula, J. Appl. Probab., 52: 1175-1182, 2015.
  • F. Durante and O. Okhrin, Estimation procedures for exchangeable Marshall copulas with hydrological application. Stoch. Environ. Res. Risk Assess., 29:205-226, 2015.
  • F. Durante, R. Pappadà and N. Torelli. Clustering of time series via non--parametric tail dependence estimation. Statist. Papers, 56:701--721, 2015.
  • G. Salvadori, F. Durante, G. R. Tomasicchio, and F. D’Alessandro. Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering. Coastal Engineering, 95:77-83, 2015.

2014

  • F. Durante and J. Fernández-Sánchez, A note on the compatibility of bivariate copulas, Comm. Statist. Theory and Methods, 43(9):1918-1923, 2014.
  • F. Durante, J. Fernández-Sánchez, and J.J. Quesada-Molina, Flipping of multivariate aggregation functions, Fuzzy Sets and Systems, 252:66-75, 2014.
  • F. Durante, J. Fernández-Sánchez, and W. Trutschnig, Multivariate copulas with hairpin support, J. Multivariate Anal., 130:323-334, 2014.
  • F. Durante, J. Fernández-Sánchez, and W. Trutschnig, Solution to an open problem about a transformation on the space of copulas, Depend. Model., 2:65-72, 2014. 
  • F. Durante and R. Foschi, Dependence of exchangeable residual lifetimes subject to failure, Appl. Math. Comput., 235:502-511, 2014.
  • F. Durante, E. Foscolo, P. Jaworski, and H. Wang. A spatial contagion measure for financial time series, Expert Syst. Appl., 41(8):4023-4034, 2014.
  • F. Durante, R. Pappadà, and N. Torelli. Clustering of financial time series in risky scenarios. Adv. Data Anal. Classif., 8(4):359--376, 2014.
 2013
  • F. Durante, J. Fernández-Sánchez, and C. Sempi, A note on the notion of singular copula, Fuzzy Sets and Systems, 211:120–122, 2013.
  • F. Durante, J. Fernández-Sánchez, and C. Sempi, A topological proof of Sklar's theorem, Appl. Math. Lett, 26:945-948, 2013.
  • F. Durante, J. Fernández-Sánchez, and C. Sempi. Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Insurance Math. Econom., 53:897-905, 2013.
  • F. Durante, J. Fernández-Sánchez, and W. Trutschnig, On the interrelation between Dempster-Shafer belief structures and their belief cumulative distribution functions. Knowledge–Based Systems, 52:107-113,2013.
  • F. Durante, J. Fernández-Sánchez, and M. Úbeda-Flores, Bivariate copulas generated by perturbations, Fuzzy Sets and Systems, 228:137–144, 2013.
  • F. Durante and E. Foscolo, An analysis of the dependence among financial markets by spatial contagion, Int. J. Intell. Syst., 28:319-331, 2013.
  • G. Salvadori, F. Durante, and C. De Michele. Multivariate return period calculation via survival functions. Water Resour. Res., 49:2308-2311, 2013.
  • G. Salvadori, F. Durante, and E. Perrone. Semi–parametric approximation of the Kendall’s distribution and multivariate return periods. J. SFdS, 154(1):151--173, 2013.
2012
  • F. Durante, On a problem by Schweizer and Sklar, Kybernetika (Prague), 48:287-293, 2012.
  • F. Durante, J. Fernández-Sánchez, On the approximation of copulas via shuffles of Min, Statist. Probab. Lett., 82:1761–1767, 2012.
  • F. Durante, J. Fernández-Sánchez, and J.J. Quesada-Molina, On the alpha-migrativity of multivariate semi-copulas, Inform. Sci., 187:216-223, 2012.
  • F. Durante, J. Fernández-Sánchez, and C. Sempi, Sklar's Theorem obtained via regularization techniques, Nonlinear Anal., 75(2):769-774, 2012.
  • F. Durante, E. Foscolo, J.A. Rodríguez-Lallena, and M.Úbeda-Flores, A method for constructing higher dimensional copulas, Statistics, 46(3):387-404, 2012.
  • F. Durante and R. Ghiselli-Ricci, Supermigrative copulas and positive dependence, AStA Adv. Stat.Anal, 96:327-342, 2012.
  • F. Durante and P. Jaworski, Invariant dependence structure under univariate truncation, Statistics, 46:263-267, 2012.

Interview papers
 
Working papers