The following pages link to Luca Trapin (Q128103):
Displayed 11 items.
- tukeyGH (Q128104) (← links)
- An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- Ground-level ozone: evidence of increasing serial dependence in the extremes (Q2415445) (← links)
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (Q2667022) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
- A simple approach to the estimation of Tukey's gh distribution (Q5221530) (← links)
- Mixed-frequency extreme value regression: estimating the effect of mesoscale convective systems on extreme rainfall intensity (Q6161881) (← links)