Lea Petrella

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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