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 [Scientific article]
Bee, Marco; Riccaboni, Massimo; Trapin, Luca, An extreme value analysis of the last century crises across industries in the US economy, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2017, 81, pp. 65 - 78 [Scientific article]
Bee, Marco; Trapin, Luca, A simple approach to the estimation of Tukey's gh distribution, «JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION», 2016, 86, pp. 3287 - 3302 [Scientific article]
Bee, Marco; Dupuis, Debbie J; Trapin, Luca, Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective, «JOURNAL OF EMPIRICAL FINANCE», 2016, 36, pp. 86 - 99 [Scientific article]
Bee, Marco; Dupuis, Debbie J; Trapin, Luca, US stock returns: are there seasons of excesses?, «QUANTITATIVE FINANCE», 2016, 16, pp. 1453 - 1464 [Scientific article]
Chessa, Alessandro; Crimaldi, Irene; Riccaboni, Massimo; Trapin, Luca, Cluster analysis of weighted bipartite networks: a new copula-based approach, «PLOS ONE», 2014, 9, Article number: e109507 , pp. 1 - 12 [Scientific article]
