Pubblicazioni scientifiche

Bee, Marco; Trapin, Luca, A characteristic function-based approach to Approximate Maximum Likelihood Estimation, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2018, 47, pp. 3138 - 3160 [Articolo in rivista]

Bee, Marco; Trapin, Luca, Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review, «RISKS», 2018, 6, pp. 1 - 16 [Articolo in rivista]

Trapin, Luca, Can Volatility Models Explain Extreme Events?, «JOURNAL OF FINANCIAL ECONOMETRICS», 2018, 16, pp. 297 - 315 [Articolo in rivista]

Bee, Marco; Dupuis, Debbie J.; Trapin, Luca, Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements, «JOURNAL OF APPLIED ECONOMETRICS», 2018, 33, pp. 398 - 415 [Articolo in rivista]

Bernardini Papalia R., Fernandez Vazquez E., Entropy based small area estimation for count data with spatial effects, in: Book of Abstract CFE-CMStatistics 2018, atti di: CFE-CMStatistics 2018, 12th International Conference on Computational and Financial Econometrics, 2018, pp. 178 - 178 (atti di: 11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics,, Pisa, Italy, 14-16 December 2018) [Riassunto (Abstract)]

Bernardini Papalia R., Carpita M., Ciavolino E., Fernandez Vazquez E., GME discrete model with exogenous spatial effect variable for the job satisfaction, in: Book of Abstract CFE-CMStatistics 2018, atti di: CFE-CMStatistics 2018, 12th International Conference on Computational and Financial Econometrics, 2018, pp. 67 - 67 (atti di: 11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics,, Pisa, Italy, 16th – 17th November, 2019) [Riassunto (Abstract)]

Luca Pratelli; Pietro Rigo, Convergence in total variation to a mixture of Gaussian laws, «MATHEMATICS», 2018, 6, pp. 1 - 14 [Articolo in rivista]

Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello, Artificial intelligence, algorithmic pricing and collusion, London, Center for Economic Policy Research, 2018, pp. 47 (DISCUSSION PAPER SERIES). [Monografia/Trattato scientifico in forma di libro]

Melinda C Mills; BARBAN N; Felix C Tropf, The sociogenomics of polygenic scores of reproductive behavior and their relationship to other fertility traits, «RSF», 2018, 4, pp. 122 - 136 [Replica/breve intervento (e simili)]

Alban A; Chick C; Forster M, Extending a Bayesian decision-theoretic approach to value-based sequential clinical trial design, in: Proceedings of the 2018 Winter Simulation Conference, USA, IEEE (The Institute of Electrical and Electronics Engineers), 2018, pp. 2459 - 2470 (atti di: Winter Simulation Conference 2018, Gothenburg, Sweden, 2018) [Contributo in Atti di convegno]

Smith SD; Forster M, "The Curse of the Caribbean?" Agency's impact on the efficiency of sugar estates on St. Vincent and the Grenadines, 1814-1829, «THE JOURNAL OF ECONOMIC HISTORY», 2018, 78, pp. 472 - 499 [Articolo in rivista]

Christian Martin Hennig, Some Thoughts on Simulation Studies to Compare Clustering Methods, «ARCHIVES OF DATA SCIENCE, SERIES A», 2018, 5, pp. 1 - 21 [Articolo in rivista]

Altieri Linda; Roli Giulia, Estimation of entropy measures for categorical variables with spatial correlation, in: Book of Short Papers SIS 2018, Milano, Pearson Italia, 2018, pp. 373 - 380 [Capitolo/Saggio in libro]

Linda Altieri, Fedele Greco, Carlo Trivisano, The Mellin transform as a tool for prior elicitation in disease mapping, in: 23rd International Conference on Computational Statistics (COMPSTAT 2018), 2018, pp. 1 - 1 (atti di: 23rd International Conference on Computational Statistics (COMPSTAT 2018), Iasi, Romania, 28/) [Riassunto (Abstract)]

Paolo Pertile, Simona Gamba, Martin Forster, Free-riding in pharmaceutical price regulation: theory and evidence., York, Department of Economics, University of York, 2018, pp. 33 . [Monografia/Trattato scientifico in forma di libro]

Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 1, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2018, 92, pp. 1 - 2 [Replica/breve intervento (e simili)]

COMOLLI C, Finnish fertility: Pro- or counter-cyclical?, «RESEARCH ON FINNISH SOCIETY», 2018, 11, pp. 58 - 64 [Articolo in rivista] Open Access

Anna Gloria Billé; Cristina Salvioni; Roberto Benedetti, Modelling spatial regimes in farms technologies, «JOURNAL OF PRODUCTIVITY ANALYSIS», 2018, 49, pp. 173 - 185 [Articolo in rivista]

Torricelli L., Volatility Targeting Using Delayed Diffusions, «APPLIED MATHEMATICAL FINANCE», 2018, 25, pp. 213 - 246 [Articolo in rivista]

Guasoni P; Weber MH, Rebalancing Multiple Assets with Mutual Price Impact, «JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS», 2018, 179, pp. 618 - 653 [Articolo in rivista]