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 7 17 85
Bayesian inference for CoVaR 1 1 3 110 3 12 23 181
Expectile hidden Markov regression models for analyzing cryptocurrency returns 0 0 0 9 2 8 14 27
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation 0 0 1 35 1 8 19 67
Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles 0 0 0 0 3 7 7 8
Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors 0 0 0 39 0 7 8 83
Large deviations for risk measures in finite mixture models 0 0 0 30 1 2 5 21
MULTIVARIATE METHOD OF SIMULATED QUANTILES 0 0 0 13 0 5 7 68
Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall 0 0 1 37 2 8 11 63
Prior density ratio class robustness in econometrics 0 0 0 17 1 5 8 156
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market 1 1 1 9 2 5 10 25
Skew mixture models for loss distributions: a Bayesian approach 0 0 0 34 6 15 17 159
Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution 0 0 0 15 2 6 12 35
Total Working Papers 2 2 6 383 24 95 158 978

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 2 3 61
Are news important to predict the Value-at-Risk? 0 0 1 9 1 3 5 33
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition 0 0 0 2 1 4 5 14
Bayesian quantile regression using the skew exponential power distribution 0 0 0 22 1 6 11 76
Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis 1 1 2 24 2 5 10 69
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation 1 1 4 13 4 10 21 51
Hidden semi-Markov-switching quantile regression for time series 0 0 0 4 2 7 12 30
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study 0 0 1 12 4 7 10 115
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors 0 0 1 22 3 7 14 110
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress 0 0 3 24 2 12 17 86
Large deviations for method-of-quantiles estimators of one-dimensional parameters 0 0 0 0 2 2 3 4
Large deviations for risk measures in finite mixture models 0 0 1 3 3 7 9 57
Likelihood-based inference for regular functions with fractional polynomial approximations 0 0 0 6 0 2 4 39
Marginal M-quantile regression for multivariate dependent data 0 0 0 5 3 7 9 21
Multiple risk measures for multivariate dynamic heavy–tailed models 0 0 0 14 1 7 15 92
Multiple seasonal cycles forecasting model: the Italian electricity demand 0 0 0 8 3 9 13 65
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 0 0 0 6 1 7 8 22
On the Lp-quantiles for the Student t distribution 0 0 0 3 3 10 11 33
Option Pricing, Zero Lower Bound, and COVID-19 0 0 0 1 2 5 7 17
Prior Density-Ratio Class Robustness in Econometrics 0 0 0 0 1 3 5 131
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores 0 0 1 5 0 5 9 20
Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach 0 0 0 14 2 7 11 48
Selection of Value at Risk Models for Energy Commodities 0 1 2 70 0 8 14 211
Skew mixture models for loss distributions: A Bayesian approach 0 0 0 19 0 6 13 98
Spare parts management for irregular demand items 0 0 3 35 0 5 18 177
The sparse method of simulated quantiles: An application to portfolio optimization 0 0 0 3 2 6 8 33
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution 0 0 0 1 1 3 9 19
Total Journal Articles 2 3 19 336 45 162 274 1,732

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 1 3 3 12
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization 0 0 0 0 0 0 4 15
Quantile Regression Neural Network for Quantile Claim Amount Estimation 0 0 0 0 3 7 9 46
Total Chapters 0 0 0 2 4 10 16 73

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Statistics updated 2026-03-04