MERLO, LUCA
MERLO, LUCA
Dipartimento di Scienze Umane
A two-part finite mixture quantile regression model for semi-continuous longitudinal data
2019-01-01 Maruotti, Antonello; Merlo, Luca; Petrella, Lea
Ability and motivation profiles among chronically ill employees: using latent profile analysis to understand the impact of utilization HR practices on work engagement
2025-01-01 Profili, Silvia; Sammarra, Alessia; Innocenti, Laura; Merlo, Luca; Peccei, Riccardo
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
2022-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Childhood PM2.5 exposure and upward mobility in the United States
2024-01-01 Lee, Sophie-An Kingsbury; Merlo, Luca; Dominici, Francesca
COVID-19 After Lung Resection in Northern Italy
2021-01-01 Scarci, Marco; Raveglia, Federico; Bortolotti, Luigi; Benvenuti, Mauro; Merlo, Luca; Petrella, Lea; Cardillo, Giuseppe; Rocco, Gaetano
COVID-19 Symptoms and Mental Health Outcomes among Italian Healthcare Workers: A Latent Class Analysis
2024-01-01 Foti, Giulia; Merlo, Luca; Libera Finstad, Georgia; Giorgi, Gabriele
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis
2019-01-01 Petrella, Lea; Laporta, Alessandro G.; Merlo, Luca
Directional M-quantile regression for multivariate dependent outcomes
2021-01-01 Merlo, Luca; Petrella, Lea; Tzavidis, Nikos
Estimation of Undirected Graphs for Multivariate Time Series Using Hidden Semi-Markov Models
2025-01-01 Merlo, Luca; Ferrante, Emilio; Foroni, Beatrice; Petrella, Lea
Expectile hidden Markov regression models for analyzing cryptocurrency returns
2024-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization
2021-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
2021-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Graphical Models for Commodities: A Quantile Approach
2022-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
2025-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Hidden Markov Graphical Models with Generalized Hyperbolic Distributions: A Financial Analysis on Commodities and Green Energy Indexes
2025-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea
Hidden Markov quantile graphical models
2025-01-01 Foroni, Beatrice; Merlo, Luca; Petrella, Lea; Salvati, Nicola
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
2024-01-01 Bignozzi, Valeria; Merlo, Luca; Petrella, Lea
Joint VaR and ES forecasting in a multiple quantile regression framework
2019-01-01 Merlo, Luca; Petrella, Lea; Raponi, Valentina
Marginal M-quantile regression for multivariate dependent data
2022-01-01 Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
Mid-quantile mixed graphical models with an application to mass public shootings in the U.S
2025-01-01 Merlo, Luca; Geraci, Marco; Petrella, Lea