Luciana Dalla Valle
Names
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Luciana |
| last: |
Dalla Valle |
Identifer
Contact
Affiliations
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Plymouth University
- http://www.plymouth.ac.uk/
- location: UK, Plymouth
Research profile
author of:
- Default Probability Estimation via Pair Copula Constructions (RePEc:arx:papers:1405.1309)
by Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli - Statistical Analysis of the Country Selection for Italian SMEs (RePEc:bep:unimip:unimi-1081)
by Luciana Dalla Valle & Giovanna Nicolini - Overview about bias in Customer Satisfaction Surveys and focus on self-selection error (RePEc:bep:unimip:unimi-1094)
by Giovanna Nicolini & Luciana Dalla Valle - Bayesian non‐parametric conditional copula estimation of twin data (RePEc:bla:jorssc:v:67:y:2018:i:3:p:523-548)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini - A Bayesian non‐linear state space copula model for air pollution in Beijing (RePEc:bla:jorssc:v:71:y:2022:i:3:p:613-638)
by Alexander Kreuzer & Luciana Dalla Valle & Claudia Czado - Approximate Bayesian conditional copulas (RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002516)
by Grazian, Clara & Dalla Valle, Luciana & Liseo, Brunero - Bayesian multivariate nonlinear state space copula models (RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001317)
by Kreuzer, Alexander & Dalla Valle, Luciana & Czado, Claudia - A Bayesian approach to estimate the marginal loss distributions in operational risk management (RePEc:eee:csdana:v:52:y:2008:i:6:p:3107-3127)
by Dalla Valle, L. & Giudici, P. - Default probability estimation via pair copula constructions (RePEc:eee:ejores:v:249:y:2016:i:1:p:298-311)
by Dalla Valle, Luciana & De Giuli, Maria Elena & Tarantola, Claudia & Manelli, Claudio - The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets (RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:482-:d:949746)
by Tahani S. Alotaibi & Luciana Dalla Valle & Matthew J. Craven - Overview about bias in customer satisfaction surveys and focus on self-selection error (RePEc:mil:wpdepa:2009-052)
by Giovanna NICOLINI & Luciana DALLA VALLE - Overview about bias in customer satisfaction surveys and focus on self-selection error (RePEc:mil:wpdepa:2009-52)
by Giovanna NICOLINI & Luciana DALLA VALLE - Default Probability Estimation via Pair Copula Constructions (RePEc:pav:demwpp:demwp0048)
by Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola - Bayesian Copulae Distributions, with Application to Operational Risk Management (RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x)
by Luciana Dalla Valle - Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management (RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9222-2)
by Luciana Dalla Valle - A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live? (RePEc:taf:amstat:v:72:y:2018:i:4:p:368-375)
by Julian Stander & Luciana Dalla Valle & Mario Cortina-Borja - Bayesian analysis of immigration in Europe with generalized logistic regression (RePEc:taf:japsta:v:47:y:2020:i:3:p:424-438)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini & Weixuan Zhu - Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance (RePEc:taf:jbemgt:v:16:y:2015:i:2:p:307-324)
by Antonio Majocchi & Luciana Dalla Valle & Alfredo D'Angelo - Bayesian Nonparametric Conditional Copula Estimation of Twin Data (RePEc:ven:wpaper:2016:08)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini - The Use of Official Statistics in Self-Selection Bias Modeling (RePEc:vrs:offsta:v:32:y:2016:i:4:p:887-905:n:8)
by Dalla Valle Luciana - Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates (RePEc:wly:riskan:v:38:y:2018:i:9:p:1847-1870)
by Robert A. Jane & David J. Simmonds & Ben P. Gouldby & Jonathan D. Simm & Luciana Dalla Valle & Alison C. Raby