TRAPIN, LUCA

TRAPIN, LUCA  

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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.017 secondi).
Titolo Data di pubblicazione Autori Tipo File
A characteristic function-based approach to Approximate Maximum Likelihood Estimation 2017 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
An extreme value analysis of the last century crises across industries in the US economy 2017 Trapin, Luca + 1.1 Articolo in rivista
Can Volatility Models Explain Extreme Events? 2017 TRAPIN, LUCA 1.1 Articolo in rivista
Cluster analysis of weighted bipartite networks: a new copula-based approach 2014 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
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 2016 TRAPIN, LUCA + 1.1 Articolo in rivista
US stock returns: are there seasons of excesses? 2016 Trapin, Luca + 1.1 Articolo in rivista