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 2 6 72
Bayesian inference for CoVaR 0 1 2 109 1 4 9 164
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 0 0 3 14
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 0 34 0 0 3 49
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 0 0 75
Large deviations for risk measures in finite mixture models 0 0 0 30 0 1 1 17
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 0 0 2 61
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 0 36 0 0 3 52
Prior density ratio class robustness in econometrics 0 0 0 17 0 0 1 149
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 0 0 2 8 1 2 7 17
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 0 0 0 142
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 0 0 0 23
Total Working Papers 0 1 4 379 3 9 35 836

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? 1 1 2 9 1 2 4 30
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 1 22 0 0 3 66
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 0 1 1 23 0 1 3 61
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 0 0 2 10 0 1 8 34
Hidden semi-Markov-switching quantile regression for time series 0 0 0 4 0 2 4 20
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 2 12 0 0 9 107
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 1 21 0 3 6 101
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 1 1 5 22 1 1 9 71
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 0 0 2 0 1 8 49
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 1 1 2 13
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 1 14 1 2 7 80
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 0 0 0 52
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 0 0 1 14
On the Lp-quantiles for the Student t distribution 0 0 0 3 0 0 2 22
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 0 0 1 10
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 1 1 1 127
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 2 5 1 1 4 13
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 0 14 0 0 5 40
Selection of Value at Risk Models for Energy Commodities 0 0 2 69 2 2 7 201
Skew mixture models for loss distributions: A Bayesian approach 0 0 1 19 1 2 7 87
Spare parts management for irregular demand items 1 2 3 34 1 4 7 164
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 0 0 4 26
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 0 0 1 10
Total Journal Articles 3 5 25 326 10 24 108 1,502

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 1 2 3 14
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 0 0 3 37
Total Chapters 0 0 0 2 1 2 7 60

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Statistics updated 2025-08-05