Access Statistics for Luca Trapin

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2020-09-04