Luca Trapin
Names
Identifer
Contact
Research profile
author of:
- An extreme value analysis of the last century crises across industries in the U.S. economy (RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78)
by Bee, Marco & Riccaboni, Massimo & Trapin, Luca - Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective (RePEc:eee:empfin:v:36:y:2016:i:c:p:86-99)
by Bee, Marco & Dupuis, Debbie J. & Trapin, Luca - Measuring the propagation of financial distress with Granger-causality tail risk networks (RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36)
by Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca - Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review (RePEc:gam:jrisks:v:6:y:2018:i:2:p:45-:d:142858)
by Marco Bee & Luca Trapin - An extreme value analysis of the last century crises across industries in the U.S. economy (RePEc:ial:wpaper:02/2016)
by Marco Bee & Massimo Riccaboni & Luca Trapin - Cluster analysis of weighted bipartite networks: a new copula-based approach (RePEc:ial:wpaper:3/2014)
by Alessandro Chessa & Irene Crimaldi & Massimo Riccaboni & Luca Trapin - Can Volatility Models Explain Extreme Events? (RePEc:oup:jfinec:v:16:y:2018:i:2:p:297-315.)
by Luca Trapin - US stock returns: are there seasons of excesses? (RePEc:taf:quantf:v:16:y:2016:i:9:p:1453-1464)
by Marco Bee & Debbie J. Dupuis & Luca Trapin - Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach (RePEc:trn:utwprg:2018/08)
by Marco Bee & Julien Hambuckers & Luca Trapin - Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements (RePEc:wly:japmet:v:33:y:2018:i:3:p:398-415)
by Marco Bee & Debbie J. Dupuis & Luca Trapin