Beatrice Foroni

Pubblicazioni

Titolo Pubblicato in Anno
Expectile hidden Markov regression models for analyzing cryptocurrency returns STATISTICS AND COMPUTING 2024
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market STATISTICAL MODELLING 2024
Using expectile regression with latent variables for digital assets Book of short papers SIS 2023 2023
Graphical Models for Commodities: A Quantile Approach Graphical Models for Commodities: A Quantile Approach 2022
The network of commodity risk ENERGY SYSTEMS 2022
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model Book of the Short Papers 2022
GLASSO Estimation of Commodity Risks 2020

Interessi di ricerca

Link al mio sito web: https://beatriceforoni.github.io/

Keywords

inference of graphical models
quantile regression
Hidden Markov Models

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