| Selection of value at risk models for energy commodities AG Laporta, L Merlo, L Petrella Energy Economics 74, 628-643, 2018 | 90 | 2018 |
| Cross-country assessment of systemic risk in the European stock market: evidence from a CoVaR analysis L Petrella, AG Laporta, L Merlo Social Indicators Research 146 (1), 169-186, 2019 | 21 | 2019 |
| Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation L Merlo, L Petrella, V Raponi Journal of Banking & Finance 133, 106248, 2021 | 20 | 2021 |
| Quantile hidden semi-Markov models for multivariate time series L Merlo, A Maruotti, L Petrella, A Punzo Statistics and Computing 32 (4), 61, 2022 | 9 | 2022 |
| Marginal M-quantile regression for multivariate dependent data L Merlo, L Petrella, N Salvati, N Tzavidis Computational Statistics & Data Analysis 173, 107500, 2022 | 8 | 2022 |
| COVID-19 after lung resection in northern Italy M Scarci, F Raveglia, L Bortolotti, M Benvenuti, L Merlo, L Petrella, ... Seminars in Thoracic and Cardiovascular Surgery 34 (2), 726-732, 2022 | 8 | 2022 |
| Nonthyroidal illness syndrome (NTIS) in severe COVID-19 patients: role of T3 on the Na/K pump gene expression and on hydroelectrolytic equilibrium S Sciacchitano, C Capalbo, C Napoli, A Negro, L De Biase, A Marcolongo, ... Journal of translational medicine 19, 1-18, 2021 | 7 | 2021 |
| Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach L Merlo, A Maruotti, L Petrella Statistical Modelling 22 (6), 485-508, 2022 | 6 | 2022 |
| Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores L Merlo, L Petrella, N Tzavidis Journal of the Royal Statistical Society Series C: Applied Statistics 71 (2 …, 2022 | 5 | 2022 |
| Sectoral decomposition of CO2 world emissions: A joint quantile regression approach L Merlo, L Petrella, V Raponi International Review of Environmental and Resource Economics 14 (2-3), 197-239, 2020 | 4 | 2020 |
| Expectile hidden Markov regression models for analyzing cryptocurrency returns B Foroni, L Merlo, L Petrella Statistics and Computing 34 (2), 66, 2024 | 2 | 2024 |
| Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles L Merlo, L Petrella, N Salvati, N Tzavidis Journal of the American Statistical Association, 1-12, 2023 | 2 | 2023 |
| Hidden Markov graphical models with generalized hyperbolic distributions: a financial analysis on commodities and green energy indexes B Foroni, L Merlo, L Petrella | | 2024 |
| Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution V Bignozzi, L Merlo, L Petrella Insurance: Mathematics and Economics, 2024 | | 2024 |
| Quantile mixed graphical models with an application to mass public shootings in the United States L Merlo, M Geraci, L Petrella arXiv preprint arXiv:2309.05084, 2023 | | 2023 |
| Estimating causal quantile exposure response functions via matching L Merlo, F Dominici, L Petrella, N Salvati, X Wu arXiv preprint arXiv:2308.01628, 2023 | | 2023 |
| Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market B Foroni, L Merlo, L Petrella arXiv preprint arXiv:2307.06400, 2023 | | 2023 |
| Using expectile regression with latent variables for digital assets B Foroni, L Merlo, L Petrella Book of short papers SIS 2023, 1309-1314, 2023 | | 2023 |
| Quantile-based graphical models for continuous and discrete variables L Merlo, G Marco, P Lea Book of the Short Papers, 1069-1074, 2023 | | 2023 |
| Inter-order relations between moments of a Student distribution, with an application to -quantiles V Bignozzi, L Merlo, L Petrella arXiv preprint arXiv:2209.12855, 2022 | | 2022 |
Lea PetrellaProfessor, Sapienza University of RomeVerified email at uniroma1.it
