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lea.petrella@uniroma1.it
Lea Petrella
Professore Ordinario
Struttura:
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
E-mail:
lea.petrella@uniroma1.it
Pagina istituzionale corsi di laurea
Curriculum Sapienza
Pubblicazioni
Titolo
Pubblicato in
Anno
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
2022
Graphical Models for Commodities: A Quantile Approach
Graphical Models for Commodities: A Quantile Approach
2022
Marginal M-quantile regression for multivariate dependent data
COMPUTATIONAL STATISTICS & DATA ANALYSIS
2022
Hidden semi-Markov-switching quantile regression for time series
COMPUTATIONAL STATISTICS & DATA ANALYSIS
2021
COVID-19 After Lung Resection in Northern Italy
SEMINARS IN THORACIC AND CARDIOVASCULAR SURGERY
2021
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach
STATISTICAL MODELLING
2021
Directional M-quantile regression for multivariate dependent outcomes
2021
Hypotheses testing in mixed–frequency volatility models: a bootstrap approach
Book of short papers SIS 2021
2021
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
JOURNAL OF BANKING & FINANCE
2021
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
RISKS
2021
Unconditional M-quantile regression
2021
Nonthyroidal illness syndrome (NTIS) in severe COVID-19 patients: role of T3 on the Na/K pump gene expression and on hydroelectrolytic equilibrium
JOURNAL OF TRANSLATIONAL MEDICINE
2021
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components
Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020
2021
Quantile Regression Neural Network for Quantile Claim Amount Estimation
Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020
2021
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization
Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020
2021
Option Pricing, Zero Lower Bound, and COVID-19
RISKS
2021
3D Reconstruction Model of an Extra-Abdominal Desmoid Tumor: A Case Study
FRONTIERS IN BIOENGINEERING AND BIOTECHNOLOGY
2020
Sectoral Decomposition of CO2WorldEmissions: A Joint QuantileRegression Approach
INTERNATIONAL REVIEW OF ENVIRONMENTAL AND RESOURCE ECONOMICS
2020
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework
Book of Short Papers SIS 2020
2020
Using mixed-frequency and realized measures in quantile regression
2020
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Progetti di Ricerca
Generalized Dynamic Graphical Models for the impact of the COVID-19 pandemic on financial markets.
Penalized quantile regression for risk assessment
Multivariate quantile regression, new perspective
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