Lea Petrella

Pubblicazioni

Titolo Pubblicato in Anno
Joint VaR and ES forecasting in a multiple quantile regression framework Smart Statistics for Smart Applications: book of short papers SIS 2019 2019
Estimation of dynamic quantile models via the MM algorithm Smart Statistics for Smart Applications 2019
A two-part finite mixture quantile regression model for semi-continuous longitudinal data Smart Statistics for Smart Applications : book of short papers SIS 2019 2019
Conditional risk based on multivariate hazard scenarios STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT 2018
Spare parts management for irregular demand items OMEGA 2018
Large deviations for risk measures in finite mixture models INSURANCE MATHEMATICS & ECONOMICS 2018
Bayesian quantile regression using the skew exponential power distribution COMPUTATIONAL STATISTICS & DATA ANALYSIS 2018
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis SOCIAL INDICATORS RESEARCH 2018
The sparse method of simulated quantiles: an application to portfolio optimization STATISTICA NEERLANDICA 2018
Selection of Value at Risk Models for Energy Commodities ENERGY ECONOMICS 2018
Sparse Nonparametric Dynamic Graphical Models 2018
Are news important to predict the Value at Risk? EUROPEAN JOURNAL OF FINANCE 2017
Multiple Risk Measures for Multivariate Dynamic Heavy–Tailed Models JOURNAL OF EMPIRICAL FINANCE 2017
On the Lp-quantiles for the Student t distribution STATISTICS & PROBABILITY LETTERS 2017
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition JOURNAL OF APPLIED STATISTICS 2017
Bayesian Quantile Regression using the Skew Exponential Power Distribution SIS 2017. Statistics and Data Science: new challenges, new generations. Proceedings of the Conference of the Italian Statistical Society, Florence 28-30 June 2017 2017
Estimation and Inference of Skew–Stable distributions using the Multivariate Method of Simulated Quantiles SIS 2017. Statistics and Data Science: new challenges, new generations. Proceedings of the Conference of the Italian Statistical Society, Florence 28-30 June 2017 2017
Sparse indirect inference SIS 2017. Statistics and Data Science: new challenges, new generations. Proceedings of the Conference of the Italian Statistical Society, Florence 28-30 June 2017 2017
The Challenge of Treating Early-Stage Rheumatoid Arthritis: The Contribution of Mixed Treatment Comparison to Choosing Appropriate Biologic Agents BIODRUGS 2016
A multivariate copula-based framework for dealing with hazard scenarios and failure probabilities WATER RESOURCES RESEARCH 2016

Progetti di Ricerca

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