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Lea Petrella

sapienza university rome

20H-index
133Paper Count
1.8KCitation Count
Published Papers 22
Publication Date
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Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY
IF1.6
err2026-01-01
err0
PREAI
errFerrante, Emilio; Foroni, Beatrice; Merlo, Luca; Petrella, Lea
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errSave
Hidden Markov Quantile Graphical Models
errJOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
IF1.8
err2025-12-01
err0
PREAI
errForoni, Beatrice; Merlo, Luca; Petrella, Lea; Salvati, Nicola
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errSave
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
errCANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
IF1
err2025-11-01
err0
errOAAI
errForoni, Beatrice; Merlo, Luca; Petrella, Lea
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errSave
Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting
errEnergy Economics
IF14.2
err2025-07-14
err0
PREAI
errVincenzo Candila; Lea Petrella; Mila Andreani
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errSave
Absorbable Powder Haemostat Use in Minimally Invasive Thoracic Surgery
errJOURNAL OF CLINICAL MEDICINE
IF2.9
err2024-12-27
err0
errOAAI
errRicciardi, Sara; Patel, Akshay Jatin; Alunni Fegatelli, Danilo; Volpi, Sara; Femia, Federico; Petrella, Lea; Bille, Andrea; Cardillo, Giuseppe
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errSave
Bayesian dynamic quantile model averaging
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-11-21
err0
errOAAI
errBernardi, Mauro; Casarin, Roberto; Maillet, Bertrand B.; Petrella, Lea
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errSave
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2023-10-17
err0
PREAI
errMerlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos
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errSave
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-05-17
err4
errOAAI
errCandila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea
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errSave
Nonthyroidal illness syndrome (NTIS) in severe COVID-19 patients: role of T3 on the Na/K pump gene expression and on hydroelectrolytic equilibrium
errJOURNAL OF TRANSLATIONAL MEDICINE
IF7.5
err2021-12-03
err6
errOAAI
errSciacchitano, Salvatore; Capalbo, Carlo; Napoli, Christian; Negro, Andrea; De Biase, Luciano; Marcolongo, Adriano; Anibaldi, Paolo; Salvati, Valentina; Petrella, Lea; Merlo, Luca; Alampi, Daniela; Alessandri, Elisa; Loffredo, Chiara; Ulivieri, Alessandra; Lavra, Luca; Magi, Fiorenza; Morgante, Alessandra; Salehi, Leila B.; De Vitis, Claudia; Mancini, Rita; Coluzzi, Flaminia; Rocco, Monica
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Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2021-12-01
err22
errOAAI
errMerlo, Luca; Petrella, Lea; Raponi, Valentina
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errSave
Spare parts management for irregular demand items
errOMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
IF7.2
err2018-12-01
err41
PREAI
errCostantino, Francesco; Di Gravio, Giulio; Patriarca, Riccardo; Petrella, Lea
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errSave
Selection of Value at Risk Models for Energy Commodities
errENERGY ECONOMICS
IF14.2
err2018-08-01
err60
PREAI
errLaporta, Alessandro G.; Merlo, Luca; Petrella, Lea
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errSave
Conditional risk based on multivariate hazard scenarios
errSTOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
IF3.6
err2017-05-19
err18
PREAI
errBernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr; Petrella, Lea; Salvadori, Gianfausto
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errSave
The Challenge of Treating Early-Stage Rheumatoid Arthritis: The Contribution of Mixed Treatment Comparison to Choosing Appropriate Biologic Agents
errBIODRUGS
IF6.9
err2016-02-23
err10
PREAI
errMigliore, Alberto; Bizzi, Emanuele; Petrella, Lea; Bruzzese, Vincenzo; Cassol, Maurizio; Integlia, Davide
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errSave
A NETWORK METANALYSIS COMPARING THE EFFICACY OF BIOLOGICS FOR THE TREATMENT OF EARLY RHEUMATOID ARTHRITIS
errVALUE IN HEALTH
IF6
err2015-11-01
err0
PREAI
errBizzi, E.; Petrella, L.; Integlia, D.; Migliorc, A.
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errSave
The Rationale for Treatment of Postresectional Bronchopleural Fistula: Analysis of 52 Patients
errANNALS OF THORACIC SURGERY
IF3.9
err2015-07-01
err60
PREAI
errCardillo, Giuseppe; Carbone, Luigi; Carleo, Francesco; Galluccio, Giovanni; Di Martino, Marco; Giunti, Roberto; Lucantoni, Gabriele; Battistoni, Paolo; Batzella, Sandro; Dello Iacono, Raffaele; Petrella, Lea; Dusmet, Michael
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errSave
Likelihood-based inference for regular functions with fractional polynomial approximations
errJOURNAL OF ECONOMETRICS
IF4
err2014-11-01
err2
PREAI
errGeweke, John; Petrella, Lea
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errSave
Predictors of survival in patients with locally advanced thymoma and thymic carcinoma (Masaoka stages III and IVa)
errEUROPEAN JOURNAL OF CARDIO-THORACIC SURGERY
IF3
err2010-04-01
err68
PREAI
errCardillo, Giuseppe; Carleo, Francesco; Giunti, Roberto; Lopergolo, Michele Giovanni; Salvadori, Lorenzo; De Massimi, Alessia Raffaella; Petrella, Lea; Martelli, Massimo
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errSave
University drop-out: an Italian experience
errHIGHER EDUCATION
IF4.6
err2009-11-17
err75
PREAI
errBelloc, Filippo; Maruotti, Antonello; Petrella, Lea
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errSave
Chronic postpneumonic pleural empyema: comparative merits of thoracoscopic versus open decortication
errEUROPEAN JOURNAL OF CARDIO-THORACIC SURGERY
IF3
err2009-11-01
err68
errOAAI
errCardillo, Giuseppe; Carleo, Francesco; Carbone, Luigi; Di Martino, Marco; Salvadori, Lorenzo; Petrella, Lea; Martelli, Massimo
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errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
J
John Geweke
H-index: 74 · Papers: 279
M
Monica Rocco
H-index: 52 · Papers: 240
A
Alberto Rícci
H-index: 48 · Papers: 420
A
Andrea Billè
H-index: 44 · Papers: 285
R
Rita Mancini
H-index: 44 · Papers: 299
View more