Segui
Roberto CASARIN
Titolo
Citata da
Citata da
Anno
Bayesian graphical models for structural vector autoregressive processes
DF Ahelegbey, M Billio, R Casarin
Journal of Applied Econometrics 31 (2), 357-386, 2016
2152016
Time-varying combinations of predictive densities using nonlinear filtering
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Econometrics 177 (2), 213-232, 2013
1532013
Combining predictive densities using Bayesian filtering with applications to US economic data
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 16, 2012
96*2012
An entropy-based early warning indicator for systemic risk
M Billio, R Casarin, M Costola, A Pasqualini
Journal of International Financial Markets, Institutions and Money 45, 42-59, 2016
872016
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
Journal of Econometrics 212 (1), 97-115, 2019
782019
Bayesian nonparametric calibration and combination of predictive distributions
F Bassetti, R Casarin, F Ravazzolo
Journal of the American Statistical Association 113 (522), 675-685, 2018
772018
Modeling systemic risk with Markov switching graphical SUR models
D Bianchi, M Billio, R Casarin, M Guidolin
Journal of econometrics 210 (1), 58-74, 2019
732019
Markov switching GARCH models for Bayesian hedging on energy futures markets
M Billio, R Casarin, A Osuntuyi
Energy Economics 70, 545-562, 2018
702018
Sparse graphical vector autoregression: A Bayesian approach
DF Ahelegbey, M Billio, R Casarin
Annals of Economics and Statistics/Annales d'╔conomie et de Statistique, 333-361, 2016
682016
Interacting multiple try algorithms with different proposal distributions
R Casarin, R Craiu, F Leisen
Statistics and Computing 23, 185-200, 2013
662013
Beta-product dependent Pitman–Yor processes for Bayesian inference
F Bassetti, R Casarin, F Leisen
Journal of Econometrics 180 (1), 49-72, 2014
542014
Combination schemes for turning point predictions
M Billio, R Casarin, F Ravazzolo, HK van Dijk
The Quarterly Review of Economics and Finance 52 (4), 402-412, 2012
482012
Italian equity funds: Efficiency and performance persistence
R Casarin, L Pelizzon, A Piva
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 2008
472008
Efficient Gibbs sampling for Markov switching GARCH models
M Billio, R Casarin, A Osuntuyi
Computational Statistics & Data Analysis 100, 37-57, 2016
462016
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
R Casarin, M Lazzarin, L Pelizzon, D Sartore
The European Journal of Finance 11 (4), 297-308, 2005
432005
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
R Casarin, D Sartore, M Tronzano
Journal of Business & Economic Statistics 36 (1), 101-114, 2018
382018
Bayesian model selection for beta autoregressive processes
R Casarin, L Dalla Valle, F Leisen
372012
Being on the field when the game is still under way. The financial press and stock markets in times of crisis
R Casarin, F Squazzoni
PLoS One 8 (7), e67721, 2013
352013
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
R Casarin, S Grassi, F Ravazzolo, HK Van Dijk
Tinbergen Institute Discussion Paper 13-055/III, 2013
342013
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real‐time application to the Euro area
M Billio, R Casarin
Journal of Forecasting 29 (1‐2), 145-167, 2010
322010
Il sistema al momento non pu˛ eseguire l'operazione. Riprova pi¨ tardi.
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