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researcher

L. Petrella

16 papers hereh-index 201.7k citations95 works total

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

author position
  • first author1
  • middle author6
  • last author9

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • stat.ME8
  • math.ST2
  • q-fin.RM2
  • q-fin.ST2
  • stat.AP2

identity via Semantic Scholar / OpenAlex

activity
20162023
most citedForecasting VaR and ES using a joint quantile regression and implications in portfolio allocation

34 citations · 54 across the 8 of their papers we have counts for

collaborators
Showing 2021 · stat.MEShow all

1 paper · 2 filters

stat.ME2021

Quantile Mixed Hidden Markov Models for multivariate longitudinal data

Luca Merlo, Lea Petrella, Nikos Tzavidis

The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health car…

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