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 1 2 3 62
Cluster analysis of weighted bipartite networks: a new copula-based approach 0 0 0 53 0 1 1 53
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 1 7 7 99
Total Working Papers 0 0 0 115 2 10 11 214


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 2 4 6 32
Can Volatility Models Explain Extreme Events? 0 0 0 5 1 3 4 37
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 1 14 2 6 8 52
Measuring the propagation of financial distress with Granger-causality tail risk networks 0 0 0 23 0 4 6 107
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 2 2 2 39
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 2 41 2 5 11 155
US stock returns: are there seasons of excesses? 0 0 1 2 0 1 2 15
Total Journal Articles 0 0 4 96 9 25 39 437


Statistics updated 2026-01-09