Luca Barbaglia

Identifiers

• name variant Luca Barbaglia 0.60 · backfill

Papers (3)

1. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach q-fin.ST · 2017 · author #1
2. Multi-class Vector AutoRegressive Models for Multi-store Sales Data stat.AP · 2016 · author #2
3. Commodity Dynamics: A Sparse Multi-class Approach q-fin.EC · 2016 · author #1

Mentions

• 1604.01224 #1 · arxiv_oai · confidence 0.70 Luca Barbaglia

Frequent Coauthors

• Christophe Croux 3 shared papers
• Ines Wilms 3 shared papers