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 6 10 78
Bayesian inference for CoVaR 0 0 2 109 2 5 13 169
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 3 4 6 19
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 1 35 4 9 11 59
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 0 0 0 1
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 0 1 1 76
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 2 3 63
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 1 1 1 37 2 3 3 55
Prior density ratio class robustness in econometrics 0 0 0 17 2 2 3 151
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 0 8 1 3 7 20
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 0 2 2 144
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 3 6 6 29
Total Working Papers 1 1 4 381 21 45 68 883

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 1 1 59
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 0 1 1 10
Bayesian quantile regression using the skew exponential power distribution 0 0 0 22 4 4 6 70
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 1 23 1 3 6 64
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 1 2 3 12 3 7 12 41
Hidden semi-Markov-switching quantile regression for time series 0 0 0 4 2 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 1 6 108
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 1 1 1 22 1 2 7 103
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 1 6 24 0 2 8 74
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 3 50
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 1 2 2 37
Marginal M-quantile regression for multivariate dependent data 0 0 0 5 0 1 2 14
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 14 3 5 11 85
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 2 3 4 56
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 0 1 2 15
On the Lp-quantiles for the Student t distribution 0 0 0 3 1 1 3 23
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 2 2 3 12
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 1 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 1 2 4 15
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 0 14 1 1 4 41
Selection of Value at Risk Models for Energy Commodities 0 0 1 69 1 1 6 203
Skew mixture models for loss distributions: A Bayesian approach 0 0 0 19 3 5 9 92
Spare parts management for irregular demand items 0 0 3 35 5 7 14 172
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 1 1 4 27
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 3 6 6 16
Total Journal Articles 2 5 20 333 38 63 137 1,570

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 1 9
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 2 2 3 39
Total Chapters 0 0 0 2 2 3 8 63

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Statistics updated 2025-12-06