Luca Trapin

发表论文 29 篇 · 总被引 367 次 · h-index 11

代表论文

• Measuring the propagation of financial distress with Granger-causality tail risk networks (2018 · Journal of Financial Stability · 被引 93)
• Nonstandard Errors (2024 · Journal of Finance · 被引 51)
• Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures* (2019 · Journal of Financial Econometrics · 被引 28)
• Non-Standard Errors (2021 · Social Science Research Network · 被引 27)
• Can Volatility Models Explain Extreme Events (2018 · 被引 21)
• Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review (2018 · 被引 17)