TRAPIN, LUCA

TRAPIN, LUCA  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di IIa fascia  

Mostra records
Risultati 1 - 20 di 21 (tempo di esecuzione: 0.03 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A characteristic function-based approach to Approximate Maximum Likelihood Estimation Bee, Marco; Trapin, Luca 2018-01-01 COMMUNICATIONS IN STATISTICS. THEORY AND METHODS - 1.01 Articolo in rivista -
A simple approach to the estimation of Tukey's gh distribution Bee, Marco; Trapin, Luca 2016-01-01 JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION - 1.01 Articolo in rivista -
An extreme value analysis of the last century crises across industries in the US economy Bee, Marco; Riccaboni, Massimo; Trapin, Luca 2017-01-01 JOURNAL OF ECONOMIC DYNAMICS & CONTROL - 1.01 Articolo in rivista -
Can Volatility Models Explain Extreme Events? Trapin, Luca 2018-01-01 JOURNAL OF FINANCIAL ECONOMETRICS - 1.01 Articolo in rivista -
Cluster analysis of weighted bipartite networks: a new copula-based approach Chessa, Alessandro; Crimaldi, Irene; Riccaboni, Massimo; Trapin, Luca 2014-01-01 PLOS ONE - 1.01 Articolo in rivista -
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review Bee, Marco; Trapin, Luca 2018-01-01 RISKS - 1.01 Articolo in rivista -
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution Bee M.; Hambuckers J.; Trapin L. 2021-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach Bee, Marco; Hambuckers, Julien; Trapin, Luca 2019-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
Ground-level ozone: Evidence of increasing serial dependence in the extremes Dupuis, Debbie J; Trapin, Luca 2019-01-01 THE ANNALS OF APPLIED STATISTICS - 1.01 Articolo in rivista -
Managing liquidity with portfolio staleness Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca 2021-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista s10203-020-00300-z.pdf
Measuring the propagation of financial distress with Granger-causality tail risk networks Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide*; Trapin, Luca 2018-01-01 JOURNAL OF FINANCIAL STABILITY - 1.01 Articolo in rivista 1-s2.0-S1572308918300299-main.pdf
Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity Dupuis, Debbie J.; Trapin, Luca 2023-01-01 THE ANNALS OF APPLIED STATISTICS - 1.01 Articolo in rivista 11585_925597.pdf
Modeling panels of extremes Dupuis, Debbie J.; Engelke, Sebastian; Trapin, Luca 2023-01-01 THE ANNALS OF APPLIED STATISTICS - 1.01 Articolo in rivista 22-AOAS1639.pdf
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements Bee, Marco; Dupuis, Debbie J.; Trapin, Luca 2018-01-01 JOURNAL OF APPLIED ECONOMETRICS - 1.01 Articolo in rivista -
Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures Bee, Marco; Dupuis, Debbie J; Trapin, Luca 2019-01-01 JOURNAL OF FINANCIAL ECONOMETRICS - 1.01 Articolo in rivista -
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective Bee, Marco; Dupuis, Debbie J; Trapin, Luca 2016-01-01 JOURNAL OF EMPIRICAL FINANCE - 1.01 Articolo in rivista -
Structural change to the persistence of the urban heat island Dupuis, Debbie J; Trapin, Luca 2020-01-01 ENVIRONMENTAL RESEARCH LETTERS - 1.01 Articolo in rivista Dupuis_2020_Environ._Res._Lett._15_104076 (1).pdf
Structural change to the persistence of the urban heat island Debbie J. Dupuis; Luca Trapin 2020-01-01 ENVIRONMENTAL RESEARCH LETTERS - 1.01 Articolo in rivista Dupuis_2020_Environ._Res._Lett._15_104076.pdf
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach Bee M.; Hambuckers J.; Santi F.; Trapin L. 2021-01-01 COMPUTATIONAL STATISTICS - 1.01 Articolo in rivista -
Testing liquidity: A statistical theory based on asset staleness Pirino Davide; Pollastri Alessandro; Trapin Luca 2022-01-01 ECONOMETRICS AND STATISTICS - 1.01 Articolo in rivista -