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Mostrati risultati da 1 a 20 di 28
Titolo Data di pubblicazione Autore(i) File
Selection of Value at Risk Models for Energy Commodities 1-gen-2018 Laporta, ALESSANDRO GUSTAVO; Merlo, Luca; Petrella, Lea
A two-part finite mixture quantile regression model for semi-continuous longitudinal data 1-gen-2019 Maruotti, Antonello; Merlo, Luca; Petrella, Lea
Joint VaR and ES forecasting in a multiple quantile regression framework 1-gen-2019 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis 1-gen-2019 Petrella, Lea; Laporta, Alessandro G.; Merlo, Luca
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles 1-gen-2020 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 1-gen-2020 Raponi, Valentina; Petrella, Lea; Merlo, Luca
Directional M-quantile regression for multivariate dependent outcomes 1-gen-2021 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Unconditional M-quantile regression 1-gen-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 1-gen-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 Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 1-gen-2021 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 1-gen-2021 Merlo, Luca; Petrella, Lea; Raponi, Valentina
COVID-19 After Lung Resection in Northern Italy 1-gen-2021 Scarci, Marco; Raveglia, Federico; Bortolotti, Luigi; Benvenuti, Mauro; Merlo, Luca; Petrella, Lea; Cardillo, Giuseppe; Rocco, Gaetano
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model 1-gen-2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Modeling unconditional M-quantiles in a regression framework 1-gen-2022 Merlo, L; Petrella, Lea; Salvati, Nicola
Quantile hidden semi-Markov models for multivariate time series 1-gen-2022 Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach 1-gen-2022 Merlo, L.; Maruotti, A.; Petrella, L.
Graphical Models for Commodities: A Quantile Approach 1-gen-2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Marginal M-quantile regression for multivariate dependent data 1-gen-2022 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 1-gen-2022 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Quantile-based graphical models for continuous and discrete variables 1-gen-2023 Merlo, Luca; Geraci, Marco; Petrella, Lea
Mostrati risultati da 1 a 20 di 28
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