11573/1687488 - 2023 -
Using expectile regression with latent variables for digital assets Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
congresso: SIS 2023 - Statistical Learning, Sustainability and Impact Evaluation (Ancona; Italy)
libro: Book of short papers SIS 2023 - (9788891935618)
11573/1695356 - 2023 -
Quantile-based graphical models for continuous and discrete variables Merlo, Luca; Geraci, Marco; Petrella, Lea - 02a Capitolo o Articolo
libro: Statistical Learning, Sustainability and Impact Evaluation - (9788891935618)
11573/1693921 - 2023 -
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles Merlo, Luca; Petrella, Lea; Salvati, Nicola; Nikos Tzavidis, And - 01a Articolo in rivista
rivista: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (American Statistical Association:1429 Duke Street:Alexandria, VA 22314:(888)231-3473, (703)684-1221, EMAIL: memdept@amstat.org, INTERNET: http://www.amstat.org, Fax: (703)684-2037) pp. - - issn: 0162-1459 - wos: WOS:001121728200001 (0) - scopus: 2-s2.0-85172437341 (0)
11573/1629398 - 2022 -
Graphical Models for Commodities: A Quantile Approach Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
congresso: Tenth International Hybrid Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE (Salerno, Italia)
libro: 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
congresso: 51st Scientific Meeting of the Italian Statistica Society (Caserta; Italy)
libro: Book of the Short Papers - (9788891932310)
11573/1629453 - 2022 -
Marginal M-quantile regression for multivariate dependent data Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos - 01a Articolo in rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. - - issn: 0167-9473 - wos: WOS:000795751300008 (4) - scopus: 2-s2.0-85128447924 (5)
11573/1608033 - 2022 -
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores Merlo, Luca; Petrella, Lea; Tzavidis, Nikos - 01a Articolo in rivista
rivista: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 417-448 - issn: 0035-9254 - wos: WOS:000745470600001 (1) - scopus: 2-s2.0-85123496857 (2)
11573/1552287 - 2021 -
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach Merlo, L.; Maruotti, A.; Petrella, L. - 01a Articolo in rivista
rivista: STATISTICAL MODELLING (London: Sage) pp. - - issn: 1471-082X - wos: WOS:000638952300001 (4) - scopus: 2-s2.0-85102975256 (3)
11573/1566195 - 2021 -
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation Merlo, L.; Petrella, L.; Raponi, V. - 01a Articolo in rivista
rivista: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0378-4266 - wos: WOS:000704362700022 (12) - scopus: 2-s2.0-85111069891 (15)
11573/1608044 - 2021 -
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization Merlo, Luca; Petrella, Lea; Raponi, Valentina - 04b Atto di convegno in volume
congresso: eMAF2020 - Mathematical and Statistical Methods for Actuarial Sciences and Finance (Remote conference)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020 - (978-3-030-78964-0; 978-3-030-78965-7)
11573/1558746 - 2021 -
Directional M-quantile regression for multivariate dependent outcomes Merlo, Luca; Petrella, Lea; Tzavidis, Nikos - 04b Atto di convegno in volume
congresso: 50th Meeting of the Italian Statistical Society (Pisa; Italy)
libro: Book of Short Papers SIS 2021 - ()
Merlo, Luca; Petrella, Lea; Tzavidis, Nikos - 04b Atto di convegno in volume
congresso: CLADAG 2021 (Firenze; Italy)
libro: CLADAG 2021 BOOK OF ABSTRACTS AND SHORT PAPERS - (978-88-5518-340-6; 978-88-5518-341-3)
11573/1552159 - 2021 -
COVID-19 After Lung Resection in Northern Italy Scarci, Marco; Raveglia, Federico; Bortolotti, Luigi; Benvenuti, Mauro; Merlo, Luca; Petrella, Lea; Cardillo, Giuseppe; Rocco, Gaetano - 01a Articolo in rivista
rivista: SEMINARS IN THORACIC AND CARDIOVASCULAR SURGERY (W B Saunders Company:Fulfillment Department, The Curtis Center, Independence Square West:Philadelphia, PA 19106:(800)654-2452, (215)238-7800, EMAIL: wbspcs@harcourt.com, INTERNET: http://elsevierhealth.com, Fax: (215)238-6445) pp. - - issn: 1043-0679 - wos: (0) - scopus: 2-s2.0-85106630904 (5)
11573/1591395 - 2021 -
Nonthyroidal illness syndrome (NTIS) in severe COVID-19 patients: role of T3 on the Na/K pump gene expression and on hydroelectrolytic equilibrium Sciacchitano, Salvatore; Capalbo, Carlo; Napoli, Christian; Negro, Andrea; De Biase, Luciano; Marcolongo, Adriano; Anibaldi, Paolo; Salvati, Valentina; Petrella, Lea; Merlo, Luca; Alampi, Daniela; Alessandri, Elisa; Loffredo, Chiara; Ulivieri, Alessandra; Lavra, Luca; Magi, Fiorenza; Morgante, Alessandra; Salehi, Leila B; De Vitis, Claudia; Mancini, Rita; Coluzzi, Flaminia; Rocco, Monica - 01a Articolo in rivista
rivista: JOURNAL OF TRANSLATIONAL MEDICINE (London: BioMed Central, London) pp. 491- - issn: 1479-5876 - wos: WOS:000726052300002 (4) - scopus: 2-s2.0-85120747127 (9)
11573/1453471 - 2020 -
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles Merlo, Luca; Petrella, Lea; Tzavidis, Nikos - 04b Atto di convegno in volume
congresso: 50th Scientific Meeting of the Italian Statistical Society (Pisa; Italy)
libro: Book of Short Papers SIS 2020 - ()
11573/1446747 - 2020 -
Sectoral Decomposition of CO2WorldEmissions: A Joint QuantileRegression Approach Raponi, Valentina; Petrella, Lea; Merlo, Luca - 01a Articolo in rivista
rivista: INTERNATIONAL REVIEW OF ENVIRONMENTAL AND RESOURCE ECONOMICS (Hanover, MA : Now Publishers) pp. 197-239 - issn: 1932-1465 - wos: WOS:000584354100002 (3) - scopus: 2-s2.0-85095876535 (3)
11573/1316109 - 2019 -
A two-part finite mixture quantile regression model for semi-continuous longitudinal data Maruotti, Antonello; Merlo, Luca; Petrella, Lea - 02a Capitolo o Articolo
libro: Smart Statistics for Smart Applications : book of short papers SIS 2019 - (9788891915108)
11573/1315810 - 2019 -
Joint VaR and ES forecasting in a multiple quantile regression framework Merlo, Luca; Petrella, Lea; Raponi, Valentina - 02a Capitolo o Articolo
libro: Smart Statistics for Smart Applications: book of short papers SIS 2019 - (9788891915108)
11573/1185689 - 2018 -
Selection of Value at Risk Models for Energy Commodities Laporta, Alessandro Gustavo; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
rivista: ENERGY ECONOMICS ([S.l.] : Elsevier Science) pp. 628-643 - issn: 1873-6181 - wos: WOS:000445713500044 (50) - scopus: 2-s2.0-85050521957 (59)
11573/1115365 - 2018 -
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis Petrella, Lea; Laporta, Alessandro Gustavo; Merlo, Luca - 01a Articolo in rivista
rivista: SOCIAL INDICATORS RESEARCH (Dordrecht; London; Boston: Springer Nature B.V.
Dordrecht; London; Boston: Kluwer Academic Publishers; Reidel) pp. - - issn: 0303-8300 - wos: WOS:000505945700011 (12) - scopus: 2-s2.0-85044177337 (11)