Dupuis, Debbie J.; Trapin, Luca, Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity, «THE ANNALS OF APPLIED STATISTICS», 2023, 17, pp. 1398 - 1418 [articolo]Open Access
Dupuis, Debbie J.; Engelke, Sebastian; Trapin, Luca, Modeling panels of extremes, «THE ANNALS OF APPLIED STATISTICS», 2023, 17, pp. 498 - 517 [articolo]Open Access
Pirino Davide; Pollastri Alessandro; Trapin Luca, Testing liquidity: A statistical theory based on asset staleness, «ECONOMETRICS AND STATISTICS», 2022, -, pp. 1 - 18 [articolo]
Bee M.; Hambuckers J.; Trapin L., Estimating large losses in insurance analytics and operational risk using the g-and-h distribution, «QUANTITATIVE FINANCE», 2021, 21, pp. 1207 - 1221 [articolo]
Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca, Managing liquidity with portfolio staleness, «DECISIONS IN ECONOMICS AND FINANCE», 2021, 44, pp. 215 - 239 [articolo]Open Access
Bee M.; Hambuckers J.; Santi F.; Trapin L., Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach, «COMPUTATIONAL STATISTICS», 2021, 36, pp. 2177 - 2200 [articolo]
Dupuis, Debbie J; Trapin, Luca, Structural change to the persistence of the urban heat island, «ENVIRONMENTAL RESEARCH LETTERS», 2020, 15, Article number: 104076, pp. 1 - 6 [articolo]Open Access
Debbie J. Dupuis; Luca Trapin, Structural change to the persistence of the urban heat island, «ENVIRONMENTAL RESEARCH LETTERS», 2020, 15, Article number: 104076, pp. 1 - 6 [articolo]Open Access
Bee, Marco; Hambuckers, Julien; Trapin, Luca, Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach, «QUANTITATIVE FINANCE», 2019, 19, pp. 1255 - 1266 [articolo]
Dupuis, Debbie J; Trapin, Luca, Ground-level ozone: Evidence of increasing serial dependence in the extremes, «THE ANNALS OF APPLIED STATISTICS», 2019, 13, pp. 34 - 59 [articolo]
Bee, Marco; Dupuis, Debbie J; Trapin, Luca, Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures, «JOURNAL OF FINANCIAL ECONOMETRICS», 2019, 17, pp. 254 - 283 [articolo]
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]
Trapin, Luca, Can Volatility Models Explain Extreme Events?, «JOURNAL OF FINANCIAL ECONOMETRICS», 2018, 16, pp. 297 - 315 [articolo]
Bee, Marco; Trapin, Luca, Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review, «RISKS», 2018, 6, Article number: 45, pp. 1 - 16 [articolo]
Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide*; Trapin, Luca, Measuring the propagation of financial distress with Granger-causality tail risk networks, «JOURNAL OF FINANCIAL STABILITY», 2018, 38, pp. 18 - 36 [articolo]Open Access
