Francesco Ravazzolo | DeepAI

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Featured Co-authors

Luca Rossini
15 publications
Davide Ferrari
12 publications
Matteo Iacopini
11 publications
Greta Goracci
5 publications
Simone Giannerini
5 publications
Fabrizio Durante
4 publications
Angelica Gianfreda
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research

∙ 11/29/2022

Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications

This article proposes a novel Bayesian multivariate quantile regression ...

0 Matteo Iacopini, et al. ∙

research

∙ 11/15/2022

Robust estimation for Threshold Autoregressive Moving-Average models

Threshold autoregressive moving-average (TARMA) models are popular in ti...

0 Greta Goracci, et al. ∙

research

∙ 01/04/2022

A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources

This paper examines the dependence between electricity prices, demand, a...

0 Fabrizio Durante, et al. ∙

research

∙ 06/19/2020

Proper scoring rules for evaluating asymmetry in density forecasting

This paper proposes a novel asymmetric continuous probabilistic score (A...

0 Matteo Iacopini, et al. ∙

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