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 1 13 0 0 3 44
Cluster analysis of weighted bipartite networks: a new copula-based approach 0 0 0 53 0 1 6 47
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 3 8 40 0 10 38 59
Total Working Papers 0 3 9 106 0 11 47 150


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 2 0 0 3 20
Can Volatility Models Explain Extreme Events? 0 0 0 3 0 1 8 19
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 1 11 1 2 10 31
Measuring the propagation of financial distress with Granger-causality tail risk networks 1 3 11 17 1 3 30 50
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 1 0 2 7 22
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 3 25 0 2 16 92
US stock returns: are there seasons of excesses? 0 0 1 1 0 0 2 3
Total Journal Articles 1 3 16 60 2 10 76 237


Statistics updated 2020-09-04