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researcher

L. Petrella

22 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 author15

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • stat.ME10
  • math.ST3
  • q-fin.RM3
  • q-fin.ST3
  • stat.AP3

identity via Semantic Scholar / OpenAlex

activity
20132023
most citedForecasting VaR and ES using a joint quantile regression and implications in portfolio allocation

34 citations · 92 across the 18 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

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…

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