Trapin, Luca
Trapin, Luca
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Risultati 1 - 13 di 13 (tempo di esecuzione: 0.025 secondi).
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
2019 Bee, M.; Hambuckers, J.; Trapin, Luca
Ground-level ozone: Evidence of increasing serial dependence in the extremes
2019 Dupuis, D. J.; Trapin, Luca
Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures
2019 Bee, M.; Dupuis, D. J.; Trapin, L.
Can Volatility Models Explain Extreme Events?
2018 Trapin, Luca
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review
2018 Bee, Marco; Trapin, Luca
Measuring the propagation of financial distress with Granger-causality tail risk networks
2018 Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide; Trapin, Luca
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements
2018 Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
A characteristic function-based approach to approximate maximum likelihood estimation
2017 Bee, M.; Trapin, Luca
An extreme value analysis of the last century crises across industries in the U.S. economy
2017 Bee, Marco; Riccaboni, Massimo; Trapin, Luca
A simple approach to the estimation of Tukey's gh distribution
2016 Bee, M.; Trapin, Luca
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
2016 Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
US stock returns: are there seasons of excesses?
2016 Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
Cluster analysis of weighted bipartite networks: A new copula-based approach
2014 Chessa, Alessandro; Crimaldi, Irene; Riccaboni, Massimo; Trapin, Luca