TRAPIN, LUCA
TRAPIN, LUCA
Classe di Scienze
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.006 secondi).
A characteristic function-based approach to Approximate Maximum Likelihood Estimation
2017 Bee, Marco; Trapin, Luca
A simple approach to the estimation of Tukey's gh distribution
2016 Bee, Marco; Trapin, Luca
An extreme value analysis of the last century crises across industries in the US economy
2017 Bee, Marco; Riccaboni, Massimo; Trapin, Luca
Can Volatility Models Explain Extreme Events?
2017 Trapin, Luca
Cluster analysis of weighted bipartite networks: a new copula-based approach
2014 Alessandro, Chessa; Irene, Crimaldi; Massimo, Riccaboni; 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
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