Luca Trapin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Mixed-frequency extreme value regression: estimating the effect of mesoscale convective systems on extreme rainfall intensity The Annals of Applied Statistics	2023-06-05	Paper
Modeling panels of extremes The Annals of Applied Statistics	2023-02-24	Paper
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution Quantitative Finance	2021-12-01	Paper
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach Computational Statistics	2021-11-23	Paper
A characteristic function-based approach to approximate maximum likelihood estimation Communications in Statistics: Theory and Methods	2021-10-28	Paper
Managing liquidity with portfolio staleness Decisions in Economics and Finance	2021-08-10	Paper
tukeyGH	2021-04-10	Software
A simple approach to the estimation of Tukey's gh distribution Journal of Statistical Computation and Simulation	2020-04-01	Paper
Ground-level ozone: evidence of increasing serial dependence in the extremes The Annals of Applied Statistics	2019-05-22	Paper
US stock returns: are there seasons of excesses? Quantitative Finance	2018-11-14	Paper
An extreme value analysis of the last century crises across industries in the U.S. economy Journal of Economic Dynamics and Control	2018-08-09	Paper

Research outcomes over time

This page was built for person: Luca Trapin