MERLO, LUCA

MERLO, LUCA  

Dipartimento di Scienze Umane  

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Risultati 1 - 20 di 28 (tempo di esecuzione: 0.008 secondi).
Titolo Data di pubblicazione Autore(i) File
A two-part finite mixture quantile regression model for semi-continuous longitudinal data 1-gen-2019 Maruotti, Antonello; Merlo, Luca; Petrella, Lea
Ability and motivation profiles among chronically ill employees: a latent profile analysis of utilisation HR practices and work engagement 1-gen-2024 Profili, S.; Innocenti, L.; Sammarra, A.; Merlo, L.; Foti, G.
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model 1-gen-2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Childhood PM 2.5 exposure and upward mobility in the United States 1-gen-2024 Kingsbury Lee, Sophie-An; Merlo, Luca; Dominici, Francesca
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
COVID-19 Symptoms and Mental Health Outcomes among Italian Healthcare Workers: A Latent Class Analysis 1-gen-2024 Foti, Giulia; Merlo, Luca; Finstad, GEORGIA LIBERA; Giorgi, Gabriele
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
Directional M-quantile regression for multivariate dependent outcomes 1-gen-2021 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Expectile hidden Markov regression models for analyzing cryptocurrency returns 1-gen-2024 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
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
Graphical Models for Commodities: A Quantile Approach 1-gen-2022 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution 1-gen-2024 Bignozzi, Valeria; Merlo, Luca; Petrella, Lea
Joint VaR and ES forecasting in a multiple quantile regression framework 1-gen-2019 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Marginal M-quantile regression for multivariate dependent data 1-gen-2022 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
Modeling unconditional M-quantiles in a regression framework 1-gen-2022 Merlo, L; Petrella, Lea; Salvati, Nicola
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles 1-gen-2020 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
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 1-gen-2024 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Quantile hidden semi-Markov models for multivariate time series 1-gen-2022 Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio