FORONI, BEATRICE

FORONI, BEATRICE  

DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA  

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Titolo Data di pubblicazione Autore(i) File
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model 2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Expectile hidden Markov regression models for analyzing cryptocurrency returns 2024 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
GLASSO Estimation of Commodity Risks 2020 Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea
Graphical Models for Commodities: A Quantile Approach 2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
New insights on hidden Markov models for time series data analysis 2023 Foroni, Beatrice
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 2024 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