11573/1699842 - 2024 -
Expectile hidden Markov regression models for analyzing cryptocurrency returns Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: STATISTICS AND COMPUTING (Heidelberg : Springer
Dordrecht Netherlands: Kluwer Academic Publishers) pp. - - issn: 0960-3174 - wos: WOS:001141904200001 (0) - scopus: 2-s2.0-85182220212 (1)
11573/1727723 - 2024 -
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: STATISTICAL MODELLING (London: Sage) pp. 1-19 - issn: 1471-082X - wos: WOS:001336935000001 (0) - scopus: (0)
11573/1687488 - 2023 -
Using expectile regression with latent variables for digital assets Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: SIS 2023 - Statistical Learning, Sustainability and Impact Evaluation (Ancona; Italy)
book: Book of short papers SIS 2023 - (9788891935618)
11573/1629398 - 2022 -
Graphical Models for Commodities: A Quantile Approach Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: Tenth International Hybrid Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE (Salerno, Italia)
book: Graphical Models for Commodities: A Quantile Approach - (978-3-030-99637-6; 978-3-030-99638-3)
11573/1662153 - 2022 -
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: 51st Scientific Meeting of the Italian Statistica Society (Caserta; Italy)
book: Book of the Short Papers - (9788891932310)
Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea - 01a Articolo in rivista
paper: ENERGY SYSTEMS (Heidelberg ; Berlin : Springer) pp. - - issn: 1868-3975 - wos: WOS:000842493300001 (1) - scopus: 2-s2.0-85136511787 (1)
Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea - 04b Atto di convegno in volume
conference: 50th Scientific Meeting of the Italian Statistical Society (Pisa)
book: Book of Short Papers SIS 2020 - (9788891910776)