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 2 7 12 80
Bayesian inference for CoVaR 0 0 2 109 4 9 17 173
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 0 3 6 19
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 1 35 2 11 13 61
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 2 2 2 3
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 3 4 4 79
Large deviations for risk measures in finite mixture models 0 0 0 30 0 2 3 19
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 2 4 5 65
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 1 1 37 2 5 5 57
Prior density ratio class robustness in econometrics 0 0 0 17 1 3 4 152
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 0 8 1 4 8 21
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 0 0 2 144
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 0 5 6 29
Total Working Papers 0 1 4 381 19 59 87 902

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 1 2 2 60
Are news important to predict the Value-at-Risk? 0 0 1 9 0 0 3 30
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 0 2 1 2 2 11
Bayesian quantile regression using the skew exponential power distribution 0 0 0 22 3 7 9 73
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 1 23 0 3 6 64
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 0 1 3 12 3 9 15 44
Hidden semi-Markov-switching quantile regression for time series 0 0 0 4 0 2 6 23
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 2 12 1 2 6 109
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 1 1 22 0 2 7 103
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 0 5 24 4 5 11 78
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 0 0 2 2
Large deviations for risk measures in finite mixture models 0 1 1 3 0 1 2 50
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 0 1 2 37
Marginal M-quantile regression for multivariate dependent data 0 0 0 5 1 2 3 15
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 14 2 6 13 87
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 1 4 5 57
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 1 2 3 16
On the Lp-quantiles for the Student t distribution 0 0 0 3 0 1 2 23
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 2 3 12
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 1 2 128
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 1 5 4 6 8 19
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 0 14 2 3 6 43
Selection of Value at Risk Models for Energy Commodities 0 0 1 69 0 1 6 203
Skew mixture models for loss distributions: A Bayesian approach 0 0 0 19 2 7 10 94
Spare parts management for irregular demand items 0 0 3 35 1 8 15 173
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 1 2 5 28
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 1 7 7 17
Total Journal Articles 0 3 19 333 29 88 161 1,599

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 1 1 2 10
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 0 1 4 15
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 0 2 3 39
Total Chapters 0 0 0 2 1 4 9 64

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09