34 citations · 92 across the 18 of their papers we have counts for
Showing stat.APShow all
3 papers · 1 filter
stat.AP2023★ 4 cited
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
Beatrice Foroni, Luca Merlo, Lea Petrella
The role of cryptocurrencies within the financial systems has been expanding rapidly in recent years among investors and institutions. It is therefore crucial to investigate the ph…
stat.AP2023★ 9 cited
Expectile hidden Markov regression models for analyzing cryptocurrency returns
Beatrice Foroni, Luca Merlo, Lea Petrella
In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework. The methodology proposed allows to fo…
stat.AP2015
Bayesian binary quantile regression for the analysis of Bachelor-Master transition
Cristina Mollica, Lea Petrella
The multi-cycle organization of modern university systems stimulates the interest in studying the progression to higher level degree courses during the academic career. In particul…