Sfoglia per Autore
Cluster analysis of weighted bipartite networks: a new copula-based approach
2014 Chessa, Alessandro; Crimaldi, Irene; Riccaboni, Massimo; Trapin, Luca
US stock returns: are there seasons of excesses?
2016 Bee, Marco; Dupuis, Debbie J; Trapin, Luca
A simple approach to the estimation of Tukey's gh distribution
2016 Bee, Marco; Trapin, Luca
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
2016 Bee, Marco; Dupuis, Debbie J; Trapin, Luca
An extreme value analysis of the last century crises across industries in the US economy
2017 Bee, Marco; Riccaboni, Massimo; Trapin, Luca
A characteristic function-based approach to Approximate Maximum Likelihood Estimation
2018 Bee, Marco; Trapin, Luca
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review
2018 Bee, Marco; Trapin, Luca
Can Volatility Models Explain Extreme Events?
2018 Trapin, Luca
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements
2018 Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
Measuring the propagation of financial distress with Granger-causality tail risk networks
2018 Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide*; Trapin, Luca
Ground-level ozone: Evidence of increasing serial dependence in the extremes
2019 Dupuis, Debbie J; Trapin, Luca
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
2019 Bee, Marco; Hambuckers, Julien; Trapin, Luca
Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures
2019 Bee, Marco; Dupuis, Debbie J; Trapin, Luca
Structural change to the persistence of the urban heat island
2020 Debbie J. Dupuis; Luca Trapin
Structural change to the persistence of the urban heat island
2020 Dupuis, Debbie J; Trapin, Luca
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
2021 Bee M.; Hambuckers J.; Santi F.; Trapin L.
Managing liquidity with portfolio staleness
2021 Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
2021 Bee M.; Hambuckers J.; Trapin L.
Testing liquidity: A statistical theory based on asset staleness
2022 Pirino Davide; Pollastri Alessandro; Trapin Luca
Modeling panels of extremes
2023 Dupuis, Debbie J.; Engelke, Sebastian; Trapin, Luca
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