Salta al contenuto principale
Ricerc@Sapienza
Toggle navigation
Home
Login
Home
Persone
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
GLASSO Estimation of Commodity Risks
2020
Dynamic Quantile Regression Forest
2020
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
STATISTICAL METHODS & APPLICATIONS
2020
Large deviations for method-of-quantiles estimators of one-dimensional parameters
COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
2020
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
JOURNAL OF MULTIVARIATE ANALYSIS
2019
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
« prima
< precedente
1
2
3
4
seguente ›
ultima »
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
© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma