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 0 4 19 89
Bayesian inference for CoVaR 0 0 2 110 1 8 28 189
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 1 9 22 36
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 1 35 1 10 28 77
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 0 0 7 8
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 2 3 11 86
Large deviations for risk measures in finite mixture models 0 0 0 30 1 6 11 27
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 3 3 10 71
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 1 37 1 7 18 70
Prior density ratio class robustness in econometrics 0 0 0 17 0 2 9 158
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 1 9 1 7 16 32
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 0 5 22 164
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 1 2 14 37
Total Working Papers 0 0 5 383 12 66 215 1,044

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 3 6 64
Are news important to predict the Value-at-Risk? 0 0 1 9 0 4 9 37
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 0 2 2 4 9 18
Bayesian quantile regression using the skew exponential power distribution 0 0 0 22 1 2 12 78
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 0 1 24 0 2 10 71
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 0 1 4 14 0 7 24 58
Hidden semi-Markov-switching quantile regression for time series 0 1 1 5 0 3 13 33
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 0 12 0 3 11 118
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 1 22 1 5 14 115
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 1 1 4 25 2 8 24 94
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 0 1 3 5
Large deviations for risk measures in finite mixture models 0 0 1 3 0 5 14 62
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 0 2 6 41
Marginal M-quantile regression for multivariate dependent data 0 0 0 5 0 2 11 23
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 14 0 4 17 96
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 2 3 16 68
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 1 2 10 24
On the Lp-quantiles for the Student t distribution 1 1 1 4 2 7 18 40
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 1 8 18
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 0 3 8 134
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 0 5 0 2 10 22
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 1 1 15 2 5 13 53
Selection of Value at Risk Models for Energy Commodities 0 0 1 70 1 4 16 215
Skew mixture models for loss distributions: A Bayesian approach 0 0 0 19 0 2 15 100
Spare parts management for irregular demand items 0 0 2 35 0 4 19 181
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 0 2 9 35
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 1 3 12 22
Total Journal Articles 2 5 18 341 16 93 337 1,825

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 1 4 13
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 1 4 6 19
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 1 4 13 50
Total Chapters 0 0 0 2 2 9 23 82

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Statistics updated 2026-06-04