| Feb 7, 2024 | Our paper with Valeria Bignozzi and Lea Petrella, "Inter-order relations between equivalence for 𝐿𝑝-quantiles of the Student’s 𝑡 distribution" has been published on Insurance: Mathematics and Economics. Check it out here. |
| Jan 13, 2024 | Our paper with Beatrice Foroni and Lea Petrella, “Expectile hidden Markov regression models for analyzing cryptocurrency returns” has been published on Statistics and Computing. Check it out here. |
| Dec 18, 2023 | I will be chairing the session “Recent advances in quantile regression models” at the 16th international CMStatistics 2023 conference hosted by HTW Berlin, University of Applied Sciences, Berlin. |
| Sep 22, 2023 | 1st Workshop on quantile regression at Sapienza University of Rome. |
| Sep 15, 2023 | StaTalk2023 workshop at Sapienza University of Rome. |
| Aug 14, 2023 | Our paper with Lea Petrella, Nicola Salvati and Nikos Tzavidis, “Unified unconditional regression for multivariate quantiles, M-quantiles and expectiles” has been accepted to appear in the Journal of the American Statistical Association. Check it out here. |