FRATTAROLO, Lorenzo
FRATTAROLO, Lorenzo
DIPARTIMENTO DI SCIENZE ECONOMICHE
High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization
2022-01-01 Billio, Monica; Frattarolo, Lorenzo; Guégan, Dominique
Living on the Edge: An Unified Approach to Antithetic Sampling
2024-01-01 Casarin, Roberto; Craiu, Radu V.; Frattarolo, Lorenzo; Robert, Christian P.
Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
2021-01-01 Billio, Monica; Frattarolo, Lorenzo; Guégan, Dominique
Networks in risk spillovers: A multivariate GARCH perspective
2023-01-01 Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo; Pelizzon, Loriana
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
2025-01-01 Barbaglia, Luca; Frattarolo, Lorenzo; Hauzenberger, Niko; Hirschbühl, Dominik; Huber, Florian; Onorante, Luca; Pfarrhofer, Michael; Tiozzo Pezzoli, Luca
Testing big data in a big crisis: Nowcasting under Covid-19
2023-01-01 Barbaglia, Luca; Frattarolo, Lorenzo; Onorante, Luca; Maria Pericoli, Filippo; Ratto, Marco; Tiozzo Pezzoli, Luca
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization | 1-gen-2022 | Billio, Monica; Frattarolo, Lorenzo; Guégan, Dominique | |
| Living on the Edge: An Unified Approach to Antithetic Sampling | 1-gen-2024 | Casarin, Roberto; Craiu, Radu V.; Frattarolo, Lorenzo; Robert, Christian P. | |
| Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case | 1-gen-2021 | Billio, Monica; Frattarolo, Lorenzo; Guégan, Dominique | |
| Networks in risk spillovers: A multivariate GARCH perspective | 1-gen-2023 | Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo; Pelizzon, Loriana | |
| Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model | 1-gen-2025 | Barbaglia, Luca; Frattarolo, Lorenzo; Hauzenberger, Niko; Hirschbühl, Dominik; Huber, Florian; Onorante, Luca; Pfarrhofer, Michael; Tiozzo Pezzoli, Luca | |
| Testing big data in a big crisis: Nowcasting under Covid-19 | 1-gen-2023 | Barbaglia, Luca; Frattarolo, Lorenzo; Onorante, Luca; Maria Pericoli, Filippo; Ratto, Marco; Tiozzo Pezzoli, Luca |