Access Statistics for Luca Trapin
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 | |
| An extreme value analysis of the last century crises across industries in the U.S. economy | 0 | 0 | 0 | 13 | 3 | 5 | 12 | 71 |
| Cluster analysis of weighted bipartite networks: a new copula-based approach | 0 | 0 | 0 | 53 | 0 | 1 | 7 | 59 |
| Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach | 0 | 0 | 0 | 49 | 3 | 3 | 15 | 107 |
| Total Working Papers | 0 | 0 | 0 | 115 | 6 | 9 | 34 | 237 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| An extreme value analysis of the last century crises across industries in the U.S. economy | 0 | 0 | 0 | 3 | 4 | 5 | 16 | 42 |
| Can Volatility Models Explain Extreme Events? | 0 | 0 | 0 | 5 | 1 | 1 | 6 | 39 |
| Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review | 0 | 0 | 0 | 14 | 3 | 7 | 16 | 62 |
| Measuring the propagation of financial distress with Granger-causality tail risk networks | 0 | 0 | 0 | 23 | 6 | 10 | 20 | 121 |
| Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements | 0 | 0 | 0 | 8 | 0 | 2 | 7 | 44 |
| Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective | 0 | 0 | 3 | 42 | 2 | 4 | 17 | 163 |
| US stock returns: are there seasons of excesses? | 0 | 0 | 1 | 2 | 1 | 3 | 9 | 22 |
| Total Journal Articles | 0 | 0 | 4 | 97 | 17 | 32 | 91 | 493 |
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