Pubblicazioni per anno

  • Billio, Monica; Casarin, Roberto; Costola, Michele; Frattarolo, Lorenzo Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7) (Articolo su libro)
    Link DOI Link al documento: 10278/3704081 abstract
  • Casarin, R.; Frattarolo, L.; Rossini, L. A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 79, pp. 1008-1008 (ISSN 1369-7412) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3691788
  • Monica, Billio; Lorenzo, Frattarolo; Hayette, Gatfaoui; Philippe, De Peretti Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone in DOCUMENTS DE TRAVAIL DU CENTRE D'ÉCONOMIE DE LA SORBONNE, vol. 2016.46 (ISSN 1955-611X) (Articolo su rivista)
    Link al documento: 10278/3685276
  • Billio, M.; Frattarolo, L.; Pelizzon, L. Hedge Fund Tail Risk: An investigation in stressed markets in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 18, pp. 109-124 (ISSN 1520-3255) (Articolo su rivista)
    Link al documento: 10278/3676334
  • Frattarolo, Lorenzo; Parpinel, Francesca; Pizzi, Claudio SYSTEMICALLY IMPORTANT BANKS:A PERMUTATION TEST APPROACH in RIVISTA ITALIANA DI ECONOMIA, DEMOGRAFIA E STATISTICA, vol. LXX, pp. 41-52 (ISSN 0035-6832) (Articolo su rivista)
    URL correlato Link al documento: 10278/3685282 abstract
  • Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio Do we need a stochastic trend in cay estimation? Yes. , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Venice, Department of Economics Ca’ Foscari University of Venice, vol. No. 24/WP/2016, pp. 1-15 (ISBN 1827-3580) (ISSN 1827-3580) (Articolo su libro)
    Link al documento: 10278/3680914 abstract
  • Lorenzo, Frattarolo; Francesca, Parpinel; Claudio, Pizzi Global Systemically Important Banks: A Permutation Test Approach (ISSN 1827-3580) (Working paper)
    Link al documento: 10278/3685280
  • Monica, Billio; Loriana, Pelizzon; Lorenzo, Frattarolo; Massimiliano, Caporin Networks in risk spillovers: a multivariate GARCH perspective (ISSN 1827-3580) (Working paper)
    Link al documento: 10278/3685279
  • M. Billio; L. Frattarolo; L. Pelizzon A time varying performance evaluation of hedge fund strategies through aggregation in RB BANKERS, MARKETS, INVESTORS, vol. 129, pp. 38-56 (ISSN 2101-9304) (Articolo su rivista)
    Link al documento: 10278/42425
  • L. Frattarolo; D. Guégan Orthogonal Polynomials Derivative for Empirical Copula , Contributions in infinite-dimensional statistics and related topics, Soc. Editrice Esculapio srl, pp. 119-124 (ISBN 8874887639; 9788874887637) (Articolo su libro)
    Link DOI Link al documento: 10278/42536
  • Lorenzo, Frattarolo; Dominique Guegan Empirical Projected Copula Process and Conditional Independence An Extended Version in DOCUMENTS DE TRAVAIL DU CENTRE D'ÉCONOMIE DE LA SORBONNE, vol. 2013.68 (ISSN 1955-611X) (Articolo su rivista)
    Link al documento: 10278/3685277
  • L. Frattarolo; M. Billio; M.Caporin; L. Pelizzon Proximity-structured multivariate volatility models for systemic risk , Advances in Latent Variables, Milano, Vita e Pensiero, Convegno: SIS 2013 (ISBN 9788834325568) (Articolo in Atti di convegno)
    Link al documento: 10278/42537