Sfoglia per Autore
Mostrati risultati da 1 a 7 di 7
GLASSO Estimation of Commodity Risks
2020 Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Graphical Models for Commodities: A Quantile Approach
2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
The network of commodity risk
2022 Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea
Using expectile regression with latent variables for digital assets
2023 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
New insights on hidden Markov models for time series data analysis
2023 Foroni, Beatrice
Expectile hidden Markov regression models for analyzing cryptocurrency returns
2024 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| GLASSO Estimation of Commodity Risks | 2020 | Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea | |
| Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model | 2022 | Foroni, Beatrice; Merlo, Luca; Petrella, Lea | |
| Graphical Models for Commodities: A Quantile Approach | 2022 | Foroni, Beatrice; Merlo, Luca; Petrella, Lea | |
| The network of commodity risk | 2022 | Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea | |
| Using expectile regression with latent variables for digital assets | 2023 | Foroni, Beatrice; Merlo, Luca; Petrella, Lea | |
| New insights on hidden Markov models for time series data analysis | 2023 | Foroni, Beatrice | |
| Expectile hidden Markov regression models for analyzing cryptocurrency returns | 2024 | Foroni, Beatrice; Merlo, Luca; Petrella, Lea |
Mostrati risultati da 1 a 7 di 7
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile