Access Statistics for Lea Petrella

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are news important to predict large losses? 0 0 0 35 1 1 18 90
Bayesian inference for CoVaR 0 0 1 110 1 2 26 190
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 1 3 24 38
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 1 35 0 2 29 78
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 0 1 8 9
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 0 4 13 88
Large deviations for risk measures in finite mixture models 0 0 0 30 0 3 12 29
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 0 3 10 71
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 1 37 0 1 18 70
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 9 158
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 1 9 1 2 16 33
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 0 0 22 164
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 0 1 14 37
Total Working Papers 0 0 4 383 4 23 219 1,055

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic hurdle model for zeroinflated panel count data 0 0 0 11 0 1 6 64
Are news important to predict the Value-at-Risk? 0 0 0 9 0 0 7 37
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 0 2 1 3 10 19
Bayesian quantile regression using the skew exponential power distribution 0 0 0 22 0 1 12 78
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 1 24 0 0 10 71
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 1 2 6 16 1 3 27 61
Hidden semi-Markov-switching quantile regression for time series 0 0 1 5 0 2 15 35
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 0 12 0 0 11 118
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 1 22 1 2 15 116
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 1 3 25 0 3 24 95
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 0 0 3 5
Large deviations for risk measures in finite mixture models 0 0 1 3 1 1 14 63
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 1 1 7 42
Marginal M-quantile regression for multivariate dependent data 0 0 0 5 0 1 11 24
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 14 1 2 18 98
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 1 4 18 70
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 1 3 12 26
On the Lp-quantiles for the Student t distribution 0 1 1 4 0 2 18 40
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 0 8 18
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 0 7 134
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 0 5 1 2 11 24
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 1 15 0 2 13 53
Selection of Value at Risk Models for Energy Commodities 0 0 1 70 1 2 15 216
Skew mixture models for loss distributions: A Bayesian approach 0 0 0 19 0 2 15 102
Spare parts management for irregular demand items 0 0 1 35 0 0 17 181
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 0 0 9 35
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 0 1 12 22
Total Journal Articles 1 4 17 343 10 38 345 1,847

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components 0 0 0 2 0 0 4 13
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 0 3 7 21
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 0 2 14 51
Total Chapters 0 0 0 2 0 5 25 85

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Statistics updated 2026-08-07