Lorenzo Frattarolo
Title
Cited by
Cited by
Year
Networks in risk spillovers: A multivariate GARCH perspective
M Billio, M Caporin, L Frattarolo, L Pelizzon
SAFE Working Paper, 2018
162018
Real time transit dosimetry for the breath-hold radiotherapy technique: an initial experience
A Piermattei, S Cilla, L Grimaldi, P Viola, L Frattarolo, G D'Onofrio, ...
Acta Oncologica 47 (7), 1414-1421, 2008
162008
A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
M Billio, L Frattarolo, L Pelizzon
Bankers, Markets & Investors, 40-58, 2014
52014
Clustering in dynamic causal networks as a measure of systemic risk on the euro zone
M Billio, L Frattarolo, H Gatfaoui, P De Peretti
CES Working Paper 2016.46, 2016
42016
Contagion dynamics on financial networks
M Billio, R Casarin, M Costola, L Frattarolo
International Financial Markets, Chevallier, J., Goutte, S., Guerreiro, D …, 2017
32017
The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels
M Bellia, L Calès, L Frattarolo, A Maerean, DP Monteiro, MP Guidici, ...
European Economy-Discussion Papers 2015-, 2019
22019
Disagreement in signed financial networks
M Billio, R Casarin, M Costola, L Frattarolo
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 139-142, 2018
22018
Hedge Fund Tail Risk: An Investigation in Stressed Markets
M Billio, L Frattarolo, L Pelizzon
The Journal of Alternative Investments 18 (4), 109-124, 2016
22016
Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix
M Billio, L Frattarolo, L Pelizzon
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 1, 2016
12016
Systemically important banks: a permutation test approach
L Frattarolo, F Parpinel, C Pizzi
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 28, 2016
12016
Opinion Dynamics and Disagreements on Financial Networks
M Billio, R Casarin, M Costola, L Frattarolo
Advances in Decision Sciences 23 (4), 1-27, 2019
2019
Combining permutation tests to rank systemically important banks
L Frattarolo, F Parpinel, C Pizzi
Statistical Methods & Applications, 1-16, 2019
2019
financial networks
M Billio, R Casarin, M Costola, L Frattarolo
International Financial Markets: Volume 1, 63, 2019
2019
ECONOMY
M Bellia, L Calès, L Frattarolo, A Maerean, DP Monteiro, MP Guidici, ...
2019
Multivariate Reflection Symmetry of Copula Functions
M Billio, L Frattarolo, D Guégan
2017
Discussion on" Random-projection ensemble classification" by T. Cannings and R. Samworth
R Casarin, L Frattarolo, L Rossini
arXiv preprint arXiv:1705.03659, 2017
2017
Acknowledgement to Reviewers of Econometrics in 2016
A Abadie, MC Aprile, J Arteche, C Aßmann, M Avellaneda, J Baxa, A Bera, ...
2017
Do we need a stochastic trend in cay estimation? Yes
M Lucchetta, M Costola, L Frattarolo, A Paradiso
Department of Economics, University of Venice" Ca'Foscari" Working Papers, 2016
2016
Non parametric contributions to the study of Copula symmetries
L Frattarolo
Università Ca'Foscari Venezia, 2014
2014
Orthogonal Polynomials Derivative for Empirical Copula
L Frattarolo, D Guegan
Contributions in infinite-dimensional statistics and related topics, 119, 2014
2014
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Articles 1–20