Beatrice Foroni
Assegnista di ricerca
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| 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 |
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