Sfoglia per Autore  TRAPIN, LUCA

Opzioni
Mostrati risultati da 1 a 9 di 9
Titolo Data di pubblicazione Autori Tipo File
Cluster analysis of weighted bipartite networks: a new copula-based approach 2014 TRAPIN, LUCA + 1.1 Articolo in rivista
A simple approach to the estimation of Tukey's gh distribution 2016 Trapin, Luca + 1.1 Articolo in rivista
US stock returns: are there seasons of excesses? 2016 Trapin, Luca + 1.1 Articolo in rivista
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 2016 TRAPIN, LUCA + 1.1 Articolo in rivista
A characteristic function-based approach to Approximate Maximum Likelihood Estimation 2017 Trapin, Luca + 1.1 Articolo in rivista
Can Volatility Models Explain Extreme Events? 2017 TRAPIN, LUCA 1.1 Articolo in rivista
An extreme value analysis of the last century crises across industries in the US economy 2017 Trapin, Luca + 1.1 Articolo in rivista
Measuring the propagation of financial distress with Granger-causality tail risk networks 2018 Lillo, FabrizioTrapin, Luca + 1.1 Articolo in rivista
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 2018 Trapin, Luca + 1.1 Articolo in rivista
Mostrati risultati da 1 a 9 di 9
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file non ad Accesso aperto
  •  file sotto embargo
  •  nessun file disponibile