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Lorenzo Frattarolo

University of Verona (from arXiv:2501.00634, 2024) · OpenAlex

11 papers in scope · 10 published · 2 on the econ.EM arXiv · 58 citations · h-index 4 (over the papers listed here)

Papers

(2 of 11)

Environmental Regulation, Firm Heterogeneity and Macroeconomic Volatility
published2026 · Environmental and Resource Economics · 1 citations
with Fabio Di Dio
Environmental and Resource Economics
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
published2025 · International Journal of Forecasting · first circulated 2024
with Luca Barbaglia, Niko Hauzenberger, Dominik Hirschbühl, Florian Huber, Luca Onorante, Michael Pfarrhofer, Luca Tiozzo Pezzoli, Dominik Hirschbuehl
Paper profile International Journal of Forecasting arXiv:2401.10054
Copula Central Asymmetry of Equity Portfolios
working paper2024 · arXiv
Paper profile arXiv arXiv:2501.00634
Living on the Edge: An Unified Approach to Antithetic Sampling
published2024 · Statistical Science · 2 citations · first circulated 2021
with Roberto Casarin, Radu V. Craiu, Christian P. Robert
Statistical Science
Testing big data in a big crisis: Nowcasting under Covid-19
published2022 · International Journal of Forecasting · 31 citations
with Luca Barbaglia, Luca Onorante, Filippo Maria Pericoli, Marco Ratto, Luca Tiozzo Pezzoli
International Journal of Forecasting
High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization
published2022 · Symmetry · 4 citations
with Monica Billio, Dominique Guégan
Symmetry
Networks in risk spillovers: A multivariate GARCH perspective
published2021 · Econometrics and Statistics · 11 citations · first circulated 2016
with Monica Billio, Massimiliano Caporin, Loriana Pelizzon
Econometrics and Statistics
Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
published2021 · Dependence Modeling · 1 citations
with Monica Billio, Dominique Guégan
Dependence Modeling
The sovereign-bank nexus in the euro area: financial and real channel
published2020 · Quarterly Report on the Euro Area (QREA) · 2 citations · first circulated 2019
with Mario Bellia, Ludovic Calès, Andreea Maerean, Daniel Monteiro, Marco Petracco Giudici, Lukas Vogel
no link
Combining permutation tests to rank systemically important banks
published2019 · Statistical Methods & Applications · 2 citations
with Francesca Parpinel, Claudio Pizzi
Statistical Methods & Applications
Hedge Fund Tail Risk: An Investigation in Stressed Markets
published2016 · The Journal of Alternative Investments · 4 citations
with Monica Billio, Loriana Pelizzon
The Journal of Alternative Investments

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.