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 0 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 0 92
Total Working Papers 0 0 0 115 0 0 2 203


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 1 2 27
Can Volatility Models Explain Extreme Events? 0 0 0 5 0 1 2 34
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 1 14 0 0 5 46
Measuring the propagation of financial distress with Granger-causality tail risk networks 0 0 0 23 0 1 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 0 0 0 39 0 0 10 146
US stock returns: are there seasons of excesses? 0 1 1 2 0 1 1 14
Total Journal Articles 0 1 2 94 0 4 21 406


Statistics updated 2025-07-04