Luca Trapin

Available identifiers

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

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