Pubblicazioni

Expectile hidden Markov regression models for analyzing cryptocurrency returns

2024 - STATISTICS AND COMPUTING
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model

2022 - Book of the Short Papers
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

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