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 2 59
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 1 92
Total Working Papers 0 0 0 115 0 1 3 203


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 0 0 2 26
Can Volatility Models Explain Extreme Events? 0 0 0 5 0 0 1 33
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 1 1 14 0 2 5 46
Measuring the propagation of financial distress with Granger-causality tail risk networks 0 0 1 23 0 0 4 101
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 0 0 1 37
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 0 39 1 2 10 145
US stock returns: are there seasons of excesses? 0 0 0 1 0 0 1 13
Total Journal Articles 0 1 2 93 1 4 24 401


Statistics updated 2025-03-03