FRATTAROLO Lorenzo

Qualifica Cultore della materia
E-mail lorenzo.frattarolo@unive.it
Sito web www.unive.it/persone/lorenzo.frattarolo (scheda personale)
Struttura Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe

Pubblicazioni per tipologia

Articolo su rivista
  • Pizzi Claudio, Parpinel Francesca, Frattarolo Lorenzo (2020), Combining permutation tests to rank systemically important banks in STATISTICAL METHODS & APPLICATIONS, vol. 29, pp. 581-596 (ISSN 1618-2510)
    Link DOIURL correlato Link al documento: 10278/3720781
  • Billio M., R. Casarin, M. Costola, L. Frattarolo (2019), Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367)
    URL correlato Link al documento: 10278/3721761
  • Casarin, R.; Frattarolo, L.; Rossini, L. (2017), 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. 959-1035 (ISSN 1369-7412)
    Link DOIURL correlato Link al documento: 10278/3691788
  • Monica, Billio; Lorenzo, Frattarolo; Hayette, Gatfaoui; Philippe, De Peretti (2016), 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)
    Link DOI Link al documento: 10278/3685276
  • Billio, M.; Frattarolo, L.; Pelizzon, L. (2016), Hedge fund tail risk: An investigation in stressed markets in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 18, pp. 109-124 (ISSN 1520-3255)
    Link DOI Link al documento: 10278/3676334
  • Frattarolo, Lorenzo; Parpinel, Francesca; Pizzi, Claudio (2016), SYSTEMICALLY IMPORTANT BANKS:A PERMUTATION TEST APPROACH in RIVISTA ITALIANA DI ECONOMIA, DEMOGRAFIA E STATISTICA, vol. LXX, pp. 41-52 (ISSN 0035-6832)
    URL correlato Link al documento: 10278/3685282
  • M. Billio; L. Frattarolo; L. Pelizzon (2014), A time varying performance evaluation of hedge fund strategies through aggregation in RB BANKERS, MARKETS, INVESTORS, vol. 129, pp. 38-56 (ISSN 2101-9304)
    Link al documento: 10278/42425
  • Lorenzo, Frattarolo; Dominique Guegan (2013), 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)
    Link al documento: 10278/3685277
Articolo su libro
  • Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo (2018), 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)
    Link DOI Link al documento: 10278/3704081
  • Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio (2016), 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)
    Link al documento: 10278/3680914
  • L. Frattarolo; D. Guégan (2014), Orthogonal Polynomials Derivative for Empirical Copula , Contributions in infinite-dimensional statistics and related topics, Soc. Editrice Esculapio srl, pp. 119-124 (ISBN 8874887639; 9788874887637)
    Link DOI Link al documento: 10278/42536
Articolo in Atti di convegno
  • L. Frattarolo; M. Billio; M.Caporin; L. Pelizzon (2013), Proximity-structured multivariate volatility models for systemic risk , Advances in Latent Variables, Milano, Vita e Pensiero, Convegno: SIS 2013 (ISBN 9788834325568)
    Link al documento: 10278/42537
Working paper