Lorenzo FRATTAROLO

Position
Subject expert
E-mail
lorenzo.frattarolo@unive.it
Website
www.unive.it/people/lorenzo.frattarolo (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics

Billio M.; Caporin M.; Frattarolo L.; Pelizzon L. Networks in risk spillovers: A multivariate GARCH perspective in ECONOMETRICS AND STATISTICS, vol. 28, pp. 1-29 (ISSN 2452-3062)
DOI 2023, Journal Article - ARCA card: 10278/5061225


Billio M.; Frattarolo L.; Guégan D. Multivariate radial symmetry of copula functions: Finite sample comparison in the i.i.d case in DEPENDENCE MODELING, vol. 9, pp. 43-61 (ISSN 2300-2298)
DOI 2021, Journal Article - ARCA card: 10278/5021062


Pizzi Claudio, Parpinel Francesca, Frattarolo Lorenzo Combining permutation tests to rank systemically important banks in STATISTICAL METHODS & APPLICATIONS, vol. 29, pp. 581-596 (ISSN 1618-2510)
DOI - URL correlato 2020, Journal Article - ARCA card: 10278/3720781


Billio M., R. Casarin, M. Costola, L. Frattarolo Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367)
- URL correlato 2019, Journal Article - ARCA card: 10278/3721761


Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7)
DOI 2018, Book Article - ARCA card: 10278/3704081