Trapin, Luca

Trapin, Luca  

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Data di pubblicazione Titolo Autore(i) File
1-gen-2019 Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach Bee, M.; Hambuckers, J.; Trapin, Luca
1-gen-2019 Ground-level ozone: Evidence of increasing serial dependence in the extremes Dupuis, D. J.; Trapin, Luca
1-gen-2019 Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures Bee, M.; Dupuis, D. J.; Trapin, L.
1-gen-2018 Can Volatility Models Explain Extreme Events? Trapin, Luca
1-gen-2018 Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review Bee, Marco; Trapin, Luca
1-gen-2018 Measuring the propagation of financial distress with Granger-causality tail risk networks Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide; Trapin, Luca
1-gen-2018 Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
1-gen-2017 A characteristic function-based approach to approximate maximum likelihood estimation Bee, M.; Trapin, Luca
1-gen-2017 An extreme value analysis of the last century crises across industries in the U.S. economy Bee, Marco; Riccaboni, Massimo; Trapin, Luca
1-gen-2016 A simple approach to the estimation of Tukey's gh distribution Bee, M.; Trapin, Luca
1-gen-2016 Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
1-gen-2016 US stock returns: are there seasons of excesses? Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
1-gen-2014 Cluster analysis of weighted bipartite networks: A new copula-based approach Chessa, Alessandro; Crimaldi, Irene; Riccaboni, Massimo; Trapin, Luca