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A

Alessandra Luati

imperial college london

12H-index
99Paper Count
521Citation Count
Published Papers 10
Publication Date
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Economic vulnerability is state dependent
errThe Econometrics Journal
IF0
err2026-03-11
err0
PREAI
errLeopoldo Catania; Alessandra Luati; Pierluigi Vallarino
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Alessandra Luati's contribution to the Discussion of 'New tools for network time series with an application to COVID-19 hospitalisations' by Nason et al.
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY
IF1.6
err2026-01-01
err0
PREAI
errLuati, Alessandra
errShare
errSave
Unobserved component models, approximate filters and dynamic adaptive mixture models
errJournal of Econometrics
IF4
err2025-11-28
err0
errOAAI
errLeopoldo Catania; Enzo D’Innocenzo; Alessandra Luati
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errSave
Robust CDF-Filtering of a Location Parameter
errJournal of Time Series Analysis
IF1
err2025-11-01
err0
errOAAI
errCatania, Leopoldo; Harvey, Andrew C.; Luati, Alessandra
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Semiparametric modeling of multiple quantiles
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err2
PREAI
errCatania, Leopoldo; Luati, Alessandra
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errSave
GARCH density and functional forecasts
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errAbadir, Karim M.; Luati, Alessandra; Paruolo, Paolo
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errSave
Score-Driven Modeling of Spatio-Temporal Data
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2021-10-04
err6
errOAAI
errGasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D'Innocenzo, Enzo
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errSave
The generalised autocovariance function
errJOURNAL OF ECONOMETRICS
IF4
err2015-05-01
err9
errOAAI
errProietti, Tommaso; Luati, Alessandra
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errSave
Filtering With Heavy Tails
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2014-10-02
err74
PREAI
errHarvey, Andrew; Luati, Alessandra
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errSave
The Variance Profile
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2012-06-01
err4
errOAAI
errLuati, Alessandra; Proietti, Tommaso; Reale, Marco
errShare
errSave

Research Directions

The data has not been retrieved yet.
Co-authors
Cooperation Journals
A
Andrew Harvey
H-index: 70 · Papers: 327
T
Tommaso Proietti
H-index: 25 · Papers: 206
L
Leopoldo Catania
H-index: 20 · Papers: 85
K
Karim M. Abadir
H-index: 19 · Papers: 166
M
Marco Reale
H-index: 17 · Papers: 86
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