MERLO, LUCA
MERLO, LUCA
Dipartimento di Scienze Umane
A two-part finite mixture quantile regression model for semi-continuous longitudinal data
2019-01-01 Maruotti, Antonello; Merlo, Luca; Petrella, Lea
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
2022-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
COVID-19 After Lung Resection in Northern Italy
2021-01-01 Scarci, Marco; Raveglia, Federico; Bortolotti, Luigi; Benvenuti, Mauro; Merlo, Luca; Petrella, Lea; Cardillo, Giuseppe; Rocco, Gaetano
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis
2019-01-01 Petrella, Lea; Laporta, Alessandro G.; Merlo, Luca
Directional M-quantile regression for multivariate dependent outcomes
2021-01-01 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Expectile hidden Markov regression models for analyzing cryptocurrency returns
2024-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization
2021-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
2021-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Graphical Models for Commodities: A Quantile Approach
2022-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
2024-01-01 Bignozzi, Valeria; Merlo, Luca; Petrella, Lea
Joint VaR and ES forecasting in a multiple quantile regression framework
2019-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Marginal M-quantile regression for multivariate dependent data
2022-01-01 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
Modeling unconditional M-quantiles in a regression framework
2022-01-01 Merlo, L; Petrella, Lea; Salvati, Nicola
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles
2020-01-01 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
2021-01-01 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 hidden semi-Markov models for multivariate time series
2022-01-01 Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores
2022-01-01 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Quantile-based graphical models for continuous and discrete variables
2023-01-01 Merlo, Luca; Geraci, Marco; Petrella, Lea
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach
2020-01-01 Raponi, Valentina; Petrella, Lea; Merlo, Luca
Selection of Value at Risk Models for Energy Commodities
2018-01-01 Laporta, ALESSANDRO GUSTAVO; Merlo, Luca; Petrella, Lea