Lea Petrella

Finance · 2010–2018

A researcher in the Science corpus: 7 papers; trusts 55 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 63 citations into it
• Statistics and Probability — 50 citations into it
• Economics and Econometrics — 47 citations into it; #23,124 of 23,481 by trust here, #16,151 by citations
• Artificial Intelligence — 29 citations into it
• Global and Planetary Change — 29 citations into it
• Management Science and Operations Research — 17 citations into it
• Education — 8 citations into it; #11,134 of 11,309 by trust here, #8,269 by citations
• Probabilistic & Bayesian Methods — 8 citations into it

Whom Lea Petrella trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Roger W. Koenker
2. Athanasios Kottas
3. Alan E. Gelfand
4. Radford M. Neal
5. Jem N. Corcoran
6. James W. Taylor
7. Robert Fildes
8. Vivek S. Borkar
9. Peter F. CHRISTOFFERSENti
10. Sylvia Frühwirth-Schnatter

Who trusts Lea Petrella overall

1. C. Aina

Papers from Lea Petrella's perspective

Ordered by how strongly the researchers Lea Petrella trusts endorse each paper. Same corpus, a different order for every researcher.

1. Sampling-Based Approaches to Calculating Marginal Densities
2. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
3. Bayesian quantile regression
4. Monte Carlo Statistical Methods
5. Modelling Extremal Events for Insurance and Finance
6. Time Series Analysis by State Space Methods
7. Bayesian measures of model complexity and fit
8. Monte Carlo Sampling Methods Using Markov Chains and Their Applications
9. Computational and Inferential Difficulties with Mixture Posterior Distributions
10. Regression Quantiles

Their papers

• Skew mixture models for loss distributions: a Bayesian approach (2012) — 72 citations
• A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016) — 231 citations
• Selection of Value at Risk Models for Energy Commodities (2018) — 71 citations
• Multiple risk measures for multivariate dynamic heavy–tailed models (2017) — 49 citations
• Bayesian Tail Risk Interdependence Using Quantile Regression (2015) — 51 citations
• How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study (2011) — 75 citations
• University drop-out: an Italian experience (2010) — 138 citations