Ritratto di Lea.Petrella@uniroma1.it

Distance teaching for the courseTime Series and Financial Time Series started March the 6th 2020. We use Team from Microsoft and we will follow the usual course schedule. The office hours are helded at the end of each class. All the information and teaching materials are availabe on my web page https://web.uniroma1.it/memotef/users/petrella-lea or just writing me at lea.petrella@uniroma1.it  

Lunedi 14-16

Insegnamento Codice Anno Corso - Frequentare
TIME SERIES AND FINANCIAL TIME SERIES 10592627 2021/2022 Finanza e assicurazioni - Finance and insurance
ANALISI DELLE SERIE STORICHE 1016857 2021/2022 Finanza e assicurazioni - Finance and insurance
TIME SERIES AND FINANCIAL TIME SERIES 10592627 2020/2021 Finanza e assicurazioni - Finance and insurance
ANALISI DELLE SERIE STORICHE 1016857 2020/2021 Finanza e assicurazioni - Finance and insurance
TIME SERIES AND FINANCIAL TIME SERIES 10592627 2019/2020 Finanza e assicurazioni
METODI STATISTICI AVANZATI 1017178 2018/2019 Scienze economiche
ANALISI DELLE SERIE STORICHE 1016857 2018/2019 Finanza e assicurazioni
METODI STATISTICI AVANZATI 1017178 2017/2018 Scienze economiche
ANALISI DELLE SERIE STORICHE 1016857 2017/2018 Finanza e assicurazioni
METODI STATISTICI AVANZATI 1017178 2016/2017 Scienze economiche
ANALISI DELLE SERIE STORICHE 1016857 2016/2017 Finanza e assicurazioni
Titolo Rivista Anno
Hidden semi-Markov-switching quantile regression for time series COMPUTATIONAL STATISTICS & DATA ANALYSIS 2021
COVID-19 After Lung Resection in Northern Italy SEMINARS IN THORACIC AND CARDIOVASCULAR SURGERY 2021
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach STATISTICAL MODELLING 2021
Directional M-quantile regression for multivariate dependent outcomes 2021
Hypotheses testing in mixed–frequency volatility models: a bootstrap approach 2021
3D Reconstruction Model of an Extra-Abdominal Desmoid Tumor: A Case Study FRONTIERS IN BIOENGINEERING AND BIOTECHNOLOGY 2020
Sectoral Decomposition of CO2WorldEmissions: A Joint QuantileRegression Approach INTERNATIONAL REVIEW OF ENVIRONMENTAL AND RESOURCE ECONOMICS 2020
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework 2020
Using mixed-frequency and realized measures in quantile regression 2020
Multivariate Mixed Hidden Markov Model for joint estimation of multiple quantiles 2020
GLASSO Estimation of Commodity Risks 2020
Dynamic Quantile Regression Forest 2020
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution STATISTICAL METHODS & APPLICATIONS 2020
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress JOURNAL OF MULTIVARIATE ANALYSIS 2019
Joint VaR and ES forecasting in a multiple quantile regression framework 2019
Estimation of dynamic quantile models via the MM algorithm 2019
A two-part finite mixture quantile regression model for semi-continuous longitudinal data 2019
Conditional risk based on multivariate hazard scenarios STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT 2018
Spare parts management for irregular demand items OMEGA 2018
Large deviations for risk measures in finite mixture models INSURANCE MATHEMATICS & ECONOMICS 2018
Dipartimento
METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO, LA FINANZA
SSD

SECS-S/01