Publications
by alumni of
Business School
University of Plymouth
Plymouth, United Kingdom
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2016
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016.
"Bayesian Nonparametric Conditional Copula Estimation of Twin Data,"
Working Papers
2016:08, Department of Economics, University of Venice "Ca' Foscari".
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018. "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 523-548, April.
2014
- Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014.
"Default Probability Estimation via Pair Copula Constructions,"
Papers
1405.1309, arXiv.org, revised Aug 2015.
- Dalla Valle, Luciana & De Giuli, Maria Elena & Tarantola, Claudia & Manelli, Claudio, 2016. "Default probability estimation via pair copula constructions," European Journal of Operational Research, Elsevier, vol. 249(1), pages 298-311.
- Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Default Probability Estimation via Pair Copula Constructions," DEM Working Papers Series 048, University of Pavia, Department of Economics and Management.
2009
- Giovanna Nicolini & Luciana Dalla Valle, 2009.
"Overview about bias in Customer Satisfaction Surveys and focus on self-selection error,"
UNIMI - Research Papers in Economics, Business, and Statistics
unimi-1094, Universitá degli Studi di Milano.
- Giovanna NICOLINI & Luciana DALLA VALLE, 2009. "Overview about bias in customer satisfaction surveys and focus on self-selection error," Departmental Working Papers 2009-52, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Giovanna NICOLINI & Luciana DALLA VALLE, 2009. "Overview about bias in customer satisfaction surveys and focus on self-selection error," Departmental Working Papers 2009-052, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
2008
- Luciana Dalla Valle & Giovanna Nicolini, 2008. "Statistical Analysis of the Country Selection for Italian SMEs," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1081, Universitá degli Studi di Milano.
Journal articles
2023
- Kreuzer, Alexander & Dalla Valle, Luciana & Czado, Claudia, 2023. "Bayesian multivariate nonlinear state space copula models," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
2022
- Alexander Kreuzer & Luciana Dalla Valle & Claudia Czado, 2022. "A Bayesian non‐linear state space copula model for air pollution in Beijing," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 613-638, June.
- Grazian, Clara & Dalla Valle, Luciana & Liseo, Brunero, 2022. "Approximate Bayesian conditional copulas," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
- Tahani S. Alotaibi & Luciana Dalla Valle & Matthew J. Craven, 2022. "The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets," JRFM, MDPI, vol. 15(10), pages 1-14, October.
2020
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini & Weixuan Zhu, 2020. "Bayesian analysis of immigration in Europe with generalized logistic regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(3), pages 424-438, February.
2018
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018.
"Bayesian non‐parametric conditional copula estimation of twin data,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 523-548, April.
- Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016. "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers 2016:08, Department of Economics, University of Venice "Ca' Foscari".
- Julian Stander & Luciana Dalla Valle & Mario Cortina-Borja, 2018. "A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live?," The American Statistician, Taylor & Francis Journals, vol. 72(4), pages 368-375, October.
- Robert A. Jane & David J. Simmonds & Ben P. Gouldby & Jonathan D. Simm & Luciana Dalla Valle & Alison C. Raby, 2018. "Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates," Risk Analysis, John Wiley & Sons, vol. 38(9), pages 1847-1870, September.
2016
- Dalla Valle, Luciana & De Giuli, Maria Elena & Tarantola, Claudia & Manelli, Claudio, 2016.
"Default probability estimation via pair copula constructions,"
European Journal of Operational Research, Elsevier, vol. 249(1), pages 298-311.
- Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Default Probability Estimation via Pair Copula Constructions," DEM Working Papers Series 048, University of Pavia, Department of Economics and Management.
- Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014. "Default Probability Estimation via Pair Copula Constructions," Papers 1405.1309, arXiv.org, revised Aug 2015.
- Dalla Valle Luciana, 2016. "The Use of Official Statistics in Self-Selection Bias Modeling," Journal of Official Statistics, Sciendo, vol. 32(4), pages 887-905, December.
2015
- Antonio Majocchi & Luciana Dalla Valle & Alfredo D'Angelo, 2015. "Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(2), pages 307-324, April.
2012
- Luciana Dalla Valle, 2012. "Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 1121-1121, December.
2009
- Luciana Dalla Valle, 2009. "Bayesian Copulae Distributions, with Application to Operational Risk Management," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 95-115, March.
2008
- Dalla Valle, L. & Giudici, P., 2008. "A Bayesian approach to estimate the marginal loss distributions in operational risk management," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3107-3127, February.