Fabrizio Laurini

发表

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity

Luigi Grossi, Fabrizio Laurini, L. Grossi, 2009, Comput. Stat. Data Anal..

Le determinanti alla base del successo della marca commerciale nel mercato italiano: indagine sulle trenta categorie più performanti

Fabrizio Laurini, Guido Cristini, Gaia Rossi, 2014 .

Automatic Classification of Functional Data with Extremal Information

Andrea Cerioli, Fabrizio Laurini, 2006, GfKl.

Robust asset allocation with conditional value at risk using the forward search

Fabrizio Laurini, Luigi Grossi, L. Grossi, 2020 .

Optimal portfolio allocation with CVaR: a robust approach

Luigi Grossi, Fabrizio Laurini, Giacomo Scandolo, 2011 .

Reliable Robust Regression Diagnostics

Silvia Salini, Marco Riani, Andrea Cerioli, 2016 .

Robust estimation of efficient mean–variance frontiers

Luigi Grossi, Fabrizio Laurini, L. Grossi, 2011, Adv. Data Anal. Classif..

Robustness for multilevel models with the forward search

Aldo Corbellini, Luigi Grossi, Fabrizio Laurini, 2016 .

Smoothing sample extremes: The mixed model approach

Fabrizio Laurini, Francesco Pauli, F. Pauli, 2009, Comput. Stat. Data Anal..

Functional Cluster Analysis of Financial Time Series

Andrea Cerioli, Aldo Corbellini, Fabrizio Laurini, 2005 .

Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes

Fabrizio Laurini, F. Laurini, 2004 .

New Estimators for the Extremal Index and Other Cluster Characteristics

Jonathan A. Tawn, Fabrizio Laurini, J. Tawn, 2003 .

Analysis of economic time series: effects of extremal observations on testing heteroscedastic components

Luigi Grossi, Fabrizio Laurini, L. Grossi, 2004 .