LUCA MERLO

Dottorando

ciclo: XXXIV
email:





Produzione scientifica

  • 11573/1185689 - 2018 - Selection of Value at Risk Models for Energy Commodities (01a Articolo in rivista)
    LAPORTA, ALESSANDRO GUSTAVO; Merlo, Luca; Petrella, Lea
  • 11573/1115365 - 2018 - Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis (01a Articolo in rivista)
    Lea, Petrella; Luca Merlo
  • 11573/1315810 - 2019 - Joint VaR and ES forecasting in a multiple quantile regression framework (02a Capitolo o Articolo)
    Merlo Luca; Petrella Lea; Raponi Valentina
  • 11573/1316109 - 2019 - A two-part finite mixture quantile regression model for semi-continuous longitudinal data (02a Capitolo o Articolo)
    Merlo Luca; Petrella Lea

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