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 0 1 3 60
Cluster analysis of weighted bipartite networks: a new copula-based approach 0 0 0 53 0 0 0 52
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 0 0 92
Total Working Papers 0 0 0 115 0 1 3 204


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 1 1 3 28
Can Volatility Models Explain Extreme Events? 0 0 0 5 0 0 2 34
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 1 14 0 0 4 46
Measuring the propagation of financial distress with Granger-causality tail risk networks 0 0 0 23 0 0 1 102
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 0 0 0 37
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 2 2 2 41 3 4 12 150
US stock returns: are there seasons of excesses? 0 0 1 2 0 0 1 14
Total Journal Articles 2 2 4 96 4 5 23 411


Statistics updated 2025-09-05