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 4 69
Bayesian inference for CoVaR 0 0 0 107 0 2 3 158
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 1 1 3 14
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 0 34 1 1 5 49
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 0 0 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 1 2 61
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 0 36 0 0 7 52
Prior density ratio class robustness in econometrics 0 0 0 17 1 1 1 149
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 2 8 0 2 5 15
Skew mixture models for loss distributions: a Bayesian approach 0 0 1 34 0 0 2 142
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 0 0 0 23
Total Working Papers 0 0 3 377 4 9 33 824

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 0 1 58
Are news important to predict the Value-at-Risk? 0 0 2 8 0 1 3 28
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 1 2 0 0 1 9
Bayesian quantile regression using the skew exponential power distribution 0 0 2 22 0 1 3 65
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 2 22 1 2 5 60
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 0 0 1 9 0 1 7 30
Hidden semi-Markov-switching quantile regression for time series 0 0 0 4 0 1 2 18
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 1 2 2 12 2 4 10 107
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 1 21 1 1 2 97
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 2 5 21 0 2 10 69
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 1 2 2 2
Large deviations for risk measures in finite mixture models 0 0 0 2 0 0 8 48
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 0 0 1 35
Marginal M-quantile regression for multivariate dependent data 0 0 1 5 0 0 2 12
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 1 14 1 4 5 78
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 1 8 0 0 3 52
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 0 1 2 14
On the Lp-quantiles for the Student t distribution 0 0 0 3 0 1 2 22
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 1 1 10
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 4 0 0 2 11
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 0 14 2 2 4 39
Selection of Value at Risk Models for Energy Commodities 0 0 6 68 0 0 17 197
Skew mixture models for loss distributions: A Bayesian approach 0 0 2 19 0 1 6 85
Spare parts management for irregular demand items 0 0 1 32 0 1 4 159
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 0 2 3 25
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 0 0 1 10
Total Journal Articles 1 4 29 318 8 28 107 1,466

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 1 2 0 1 4 9
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 1 1 4 12
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 0 1 5 37
Total Chapters 0 0 1 2 1 3 13 58

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Statistics updated 2025-04-04