Luca Trapin : Citation Profile

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Università Cattolica del Sacro Cuore


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   4 years (2014 - 2018). See details.
   Cites by year: 2
   Journals where Luca Trapin has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (18.18 %)


   Updated: 2020-02-22    RAS profile: 2019-03-26    
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Relations with other researchers

Works with:

Bee, Marco (7)

Riccaboni, Massimo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Trapin.

Is cited by:

Guerra, Solange (1)

Diaconescu, Tiberiu (1)

ANDREI, Laurentiu (1)

Bee, Marco (1)

Hambuckers, Julien (1)

Brezeanu, Petre (1)

Chan, Jennifer (1)

Silva, Thiago (1)


Tabak, Benjamin (1)

Cites to:

Bollerslev, Tim (13)

Corsi, Fulvio (6)

Tauchen, George (6)

Andersen, Torben (5)

Diebold, Francis (4)

Shin, Hyun Song (4)

Shephard, Neil (4)

Jagannathan, Ravi (4)

Engle, Robert (4)

Manganelli, Simone (4)

Renò, Roberto (4)

Main data

Where Luca Trapin has published?

Working Papers Series with more than one paper published# docs
Working Papers / IMT Institute for Advanced Studies Lucca2

Recent works citing Luca Trapin (2018 and 2017)

YearTitle of citing document
2020Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. (2019). Mohamed, Ibrahim ; Chan, Jennifer So-Kuen ; Ng, Kok-Haur ; Tan, Shay-Kee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2019Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:88-100.

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2019An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution. (2019). Bee, Marco ; Trapin, Luca ; Hambuckers, Julien. In: DEM Working Papers. RePEc:trn:utwprg:2019/11.

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Works by Luca Trapin:

2017An extreme value analysis of the last century crises across industries in the U.S. economy In: Journal of Economic Dynamics and Control.
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2016An extreme value analysis of the last century crises across industries in the U.S. economy.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
2016Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance.
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2018Measuring the propagation of financial distress with Granger-causality tail risk networks In: Journal of Financial Stability.
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2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks.
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2014Cluster analysis of weighted bipartite networks: a new copula-based approach In: Working Papers.
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2018Can Volatility Models Explain Extreme Events? In: Journal of Financial Econometrics.
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2016US stock returns: are there seasons of excesses? In: Quantitative Finance.
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2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. In: DEM Working Papers.
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2018Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements In: Journal of Applied Econometrics.
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