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 1 66
Bayesian inference for CoVaR 0 0 0 107 0 0 3 155
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 2 9 0 0 5 11
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 0 34 0 0 0 44
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 0 1 1 1
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 0 0 0 75
Large deviations for risk measures in finite mixture models 0 0 0 30 0 0 0 16
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 0 0 2 59
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 2 36 0 2 4 47
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 0 148
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 6 6 0 0 10 10
Skew mixture models for loss distributions: a Bayesian approach 1 1 2 34 2 2 3 142
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 0 0 0 23
Total Working Papers 1 1 12 375 3 6 29 797


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 1 11 0 0 1 57
Are news important to predict the Value-at-Risk? 1 1 2 7 1 1 4 26
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 0 1 0 0 1 8
Bayesian quantile regression using the skew exponential power distribution 0 1 1 21 0 1 4 63
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 1 20 0 1 4 56
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 0 0 1 8 0 3 6 26
Hidden semi-Markov-switching quantile regression for time series 0 0 1 4 0 0 1 16
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 0 10 0 1 5 98
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 0 20 0 0 0 95
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 1 4 17 0 3 11 62
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 0 0 0 0
Large deviations for risk measures in finite mixture models 0 0 0 2 1 1 5 41
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 1 6 0 0 2 34
Marginal M-quantile regression for multivariate dependent data 0 0 0 4 0 1 4 11
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 13 0 0 2 73
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 1 1 8 1 3 4 52
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 1 1 2 13
On the Lp-quantiles for the Student t distribution 0 0 1 3 0 0 1 20
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 0 0 9
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 0 0 126
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 1 3 0 0 4 9
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 2 14 0 0 4 35
Selection of Value at Risk Models for Energy Commodities 1 4 7 66 2 13 21 193
Skew mixture models for loss distributions: A Bayesian approach 0 1 1 18 0 1 3 80
Spare parts management for irregular demand items 0 0 4 31 0 2 7 157
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 0 0 0 22
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 1 1 0 0 1 9
Total Journal Articles 2 9 30 298 6 32 97 1,391


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 1 2 2 2 7
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 0 3 3 11
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 0 2 4 34
Total Chapters 0 0 0 1 2 7 9 52


Statistics updated 2024-07-03