- Enzo D’Innocenzo, Andre Lucas, Bernd Schwaab and Xin Zhang – Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. Read the Discussion Paper
- Giovanni Angelini, Giuseppe Cavaliere, Enzo D’Innocenzo and Luca De Angelis – Time-Varying Poisson Autoregression. – Read the Working Paper
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