| Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress L Petrella, V Raponi Journal of Multivariate Analysis 173, 70-84, 2019 | 58 | 2019 |
| Testing beta-pricing models using large cross-sections V Raponi, C Robotti, P Zaffaroni The Review of Financial Studies 33 (6), 2796-2842, 2020 | 56 | 2020 |
| A biclustering approach to university performances: an Italian case study V Raponi, F Martella, A Maruotti Journal of Applied Statistics 43 (1), 31-45, 2016 | 37 | 2016 |
| Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation L Merlo, L Petrella, V Raponi Journal of Banking & Finance 133, 106248, 2021 | 30 | 2021 |
| Robust portfolio choice V Raponi, R Uppal, P Zaffaroni Available at SSRN 3933063, 2021 | 25* | 2021 |
| Handling endogeneity and nonnegativity in correlated random effects models: Evidence from ambulatory expenditure A Maruotti, V Raponi, F Lagona Biometrical Journal 58 (2), 280-302, 2016 | 13 | 2016 |
| On baseline conditions for zero-inflated longitudinal count data A Maruotti, V Raponi Communications in Statistics-Simulation and Computation 43 (4), 743-760, 2014 | 7 | 2014 |
| Concomitant-variable latent-class beta inflated models to assess students’ performance: an Italian case study M Centoni, V Del Panta, A Maruotti, V Raponi Social Indicators Research 146, 7-18, 2019 | 4 | 2019 |
| Ex-Post Risk Premia and Tests of Multi-Beta Models in Large Cross-Sections V Raponi, C Robotti, P Zaffaroni Technical report, Imperial College London, 2016 | 4 | 2016 |
| Revisions in official data and forecasting V Raponi, C Frale Statistical Methods & Applications 23, 451-472, 2014 | 4 | 2014 |
| Sectoral decomposition of CO2 world emissions: A joint quantile regression approach L Merlo, L Petrella, V Raponi International Review of Environmental and Resource Economics 14 (2-3), 197-239, 2020 | 3 | 2020 |
| Dissecting anomalies in conditional asset pricing V Raponi, P Zaffaroni IESE Business School Working Paper, 2023 | 2 | 2023 |
| Short‐term forecasts of economic activity: Are fortnightly factors useful? L Monteforte, V Raponi Journal of Forecasting 38 (3), 207-221, 2019 | 2 | 2019 |
| Revisions in official data and forecasting C Frale, V Raponi SSRN, 2012 | 2 | 2012 |
| Testing for Weak Factors in Asset Pricing S Kim, V Raponi, P Zaffaroni Available at SSRN 4819759, 2024 | 1 | 2024 |
| Discussion of: Robust Portfolio Choice V Raponi, R Uppal, P Zaffaroni, K Daniel | | 2023 |
| Joint VaR and ES forecasting in a multiple quantile regression framework L Merlo, L Petrella, V Raponi Smart Statistics for Smart Applications: book of short papers SIS 2019, 1177 …, 2019 | | 2019 |
| Cross-sectional methods for empirical asset pricing V Raponi Imperial College London, 2019 | | 2019 |
| Multiple Quantile Regression for Risk Assessment L Petrella, V Raponi 50th Scientific meeting of the Italian Statistical Society, 2018 | | 2018 |
| WP 14 Revisions in official data and forecasting C Frale, V Raponi Department of the Treasury, Ministry of the Economy and of Finance Working …, 2012 | | 2012 |