FORONI, BEATRICE
FORONI, BEATRICE
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Estimation of undirected graphs for multivariate time series using hidden semi-Markov models
2025 Merlo, Luca; Ferrante, Emilio; Foroni, Beatrice; Petrella, Lea
Evaluating hub structures in hidden Markov graphical models
2025 Foroni, Beatrice; Khalili, Abbas; Petrella, Lea; Salvati, Nicola
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
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
2025 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Hidden Markov quantile graphical models
2025 Foroni, Beatrice; Merlo, Luca; Petrella, Lea; Salvati, Nicola
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
Spatial quantile random forests for the analysis of upward mobility in Texas
2025 Forte, Sabrina; 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