Pubblicazioni

Social and demographic characteristics of frequent or high‐charge emergency department users: A quantile regression application

2021 - JOURNAL OF EVALUATION IN CLINICAL PRACTICE
Mayfield, Carlene A.; Geraci, Marco; Dulin, Michael; Eberth, Jan M.; Merchant, Anwar T.

Hidden semi-Markov-switching quantile regression for time series

2021 - COMPUTATIONAL STATISTICS & DATA ANALYSIS
Maruotti, Antonello; Petrella, Lea; Sposito, Luca

Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation

2021 - JOURNAL OF BANKING & FINANCE
Merlo, L.; Petrella, L.; Raponi, V.

Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020
Candila, Vincenzo; Petrella, Lea

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