| Networks in risk spillovers: A multivariate GARCH perspective M Billio, M Caporin, L Frattarolo, L Pelizzon Econometrics and Statistics 28, 1-29, 2023 | 32 | 2023 |
| Testing big data in a big crisis: Nowcasting under COVID-19 L Barbaglia, L Frattarolo, L Onorante, FM Pericoli, M Ratto, LT Pezzoli International Journal of Forecasting 39 (4), 1548-1563, 2023 | 31 | 2023 |
| 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 | 15 | 2008 |
| 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, 2019 | 10 | 2019 |
| 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 | 10 | 2016 |
| A time-varying performance evaluation of hedge fund strategies through aggregation M Billio, L Frattarolo, L Pelizzon Bankers, Markets & Investors, 40-58, 2014 | 9 | 2014 |
| Hedge Fund Tail Risk: An Investigation in Stressed Markets M Billio, L Frattarolo, L Pelizzon The Journal of Alternative Investments 18 (4), 109, 2016 | 8 | 2016 |
| High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization M Billio, L Frattarolo, D Guégan Symmetry 14 (1), 97, 2022 | 4 | 2022 |
| II. COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks M Bellia, L Calès, L Frattarolo, D Monteiro, MP Giudici | 4 | 2021 |
| Contagion dynamics on financial networks M Billio, R Casarin, M Costola, L Frattarolo International Financial Markets, 63-98, 2019 | 4 | 2019 |
| Opinion dynamics and disagreements on financial networks M Billio, R Casarin, M Costola, L Frattarolo Advances in Decision Sciences 23, 2019 | 4 | 2019 |
| The euro area’s COVID-19 recession through the lens of an estimated structural macro model R Cardani, O Croitorov, F Di Dio, L Frattarolo, M Giovannini, S Hohberger, ... VoxEU. org 8, 2021 | 3 | 2021 |
| Combining permutation tests to rank systemically important banks L Frattarolo, F Parpinel, C Pizzi Statistical Methods & Applications 29 (3), 581-596, 2020 | 2 | 2020 |
| Disagreement in signed financial networks M Billio, R Casarin, M Costola, L Frattarolo Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 2 | 2018 |
| 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 | 2 | 2016 |
| Living on the Edge: An Unified Approach to Antithetic Sampling R Casarin, RV Craiu, L Frattarolo, CP Robert Statistical Science 39 (1), 115-136, 2024 | 1 | 2024 |
| Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbuehl, F Huber, ... arXiv preprint arXiv:2401.10054, 2024 | 1 | 2024 |
| Multivariate radial symmetry of copula functions: Finite sample comparison in the iid case M Billio, L Frattarolo, D Guégan Dependence Modeling 9 (1), 43-61, 2021 | 1 | 2021 |
| 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 | 1 | 2016 |
| Environmental Regulation, Firm Heterogeneity and Macroeconomic Volatility FDDL Frattarolo | | 2023 |
