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researcher

Luca Merlo

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • stat.ME2
  • math.ST1
  • q-fin.RM1
same name
  • Luca Merlo — 6 papers
  • Luca Merlo — 2 papers
  • Luca Merlo — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20202022
most citedForecasting VaR and ES using a joint quantile regression and implications in portfolio allocation

34 citations · 34 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2022

Inter-order relations between moments of a Student t distribution, with an application to Lp​-quantiles

Valeria Bignozzi, Luca Merlo, Lea Petrella

This paper introduces inter-order formulas for partial and complete moments of a Student t distribution with n degrees of freedom. We show how the partial moment of order $n -…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.