Sfoglia per Autore
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis
2018 Petrella, Lea; Laporta, ALESSANDRO GUSTAVO; Merlo, Luca
Selection of Value at Risk Models for Energy Commodities
2018 Laporta, ALESSANDRO GUSTAVO; Merlo, Luca; Petrella, Lea
A two-part finite mixture quantile regression model for semi-continuous longitudinal data
2019 Maruotti, Antonello; Merlo, Luca; Petrella, Lea
Joint VaR and ES forecasting in a multiple quantile regression framework
2019 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles
2020 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Sectoral Decomposition of CO2WorldEmissions: A Joint QuantileRegression Approach
2020 Raponi, Valentina; Petrella, Lea; Merlo, Luca
COVID-19 After Lung Resection in Northern Italy
2021 Scarci, Marco; Raveglia, Federico; Bortolotti, Luigi; Benvenuti, Mauro; Merlo, Luca; Petrella, Lea; Cardillo, Giuseppe; Rocco, Gaetano
Directional M-quantile regression for multivariate dependent outcomes
2021 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Unconditional M-quantile regression
2021 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Nonthyroidal illness syndrome (NTIS) in severe COVID-19 patients: role of T3 on the Na/K pump gene expression and on hydroelectrolytic equilibrium
2021 Sciacchitano, Salvatore; Capalbo, Carlo; Napoli, Christian; Negro, Andrea; De Biase, Luciano; Marcolongo, Adriano; Anibaldi, Paolo; Salvati, Valentina; Petrella, Lea; Merlo, Luca; Alampi, Daniela; Alessandri, Elisa; Loffredo, Chiara; Ulivieri, Alessandra; Lavra, Luca; Magi, Fiorenza; Morgante, Alessandra; Salehi, Leila B; De Vitis, Claudia; Mancini, Rita; Coluzzi, Flaminia; Rocco, Monica
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
2021 Merlo, L.; Petrella, L.; Raponi, V.
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization
2021 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach
2021 Merlo, L.; Maruotti, A.; Petrella, L.
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores
2022 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Marginal M-quantile regression for multivariate dependent data
2022 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
Graphical Models for Commodities: A Quantile Approach
2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
On quantile regression models for multivariate data
2022 Merlo, Luca
Using expectile regression with latent variables for digital assets
2023 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
2023 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Nikos Tzavidis, And
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