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Luca Trapin · Study

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Luca Trapin

4 works· latest 2019· 3 institutionscluster: provisionalORCID 0000-0001-8613-0962

h-index4

i104

Citations198

Works here4

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Most cited in this library

Measuring the propagation of financial distress with Granger-causality tail risk networks2018 · 101 citations
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective2016 · 43 citations
Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures*2019 · 31 citations
Can Volatility Models Explain Extreme Events?*2017 · 23 citations

Works

4 shown

Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures*

Journal of Financial Econometrics·2019·3 authors·Open access

31citations

Measuring the propagation of financial distress with Granger-causality tail risk networks

Journal of Financial Stability·2018·4 authors·Open access

101citations

Can Volatility Models Explain Extreme Events?*

Journal of Financial Econometrics·2017·1 author

23citations

Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective

Journal of Empirical Finance·2016·3 authors·Open access

43citations