Google search volumes and the financial markets during the COVID-19 outbreak M Costola, M Iacopini, CRMA Santagiustina Finance Research Letters 42, 101884, 2021 | 43* | 2021 |
Bayesian dynamic tensor regression M Billio, R Casarin, M Iacopini, S Kaufmann Journal of Business & Economic Statistics, 1-30, 2022 | 11 | 2022 |
On the “mementum” of Meme Stocks M Costola, M Iacopini, CRMA Santagiustina Economics Letters 207, 110021, 2021 | 10 | 2021 |
Multilayer network analysis of oil linkages R Casarin, M Iacopini, G Molina, E ter Horst, R Espinasa, C Sucre, ... The Econometrics Journal 23 (2), 269-296, 2020 | 8 | 2020 |
Bayesian Markov Switching Tensor Regression for Time-varying Networks M Billio, R Casarin, M Iacopini University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 14, 2018 | 8 | 2018 |
Stablecoins and cryptocurrency returns: Evidence from large bayesian vars D Bianchi, L Rossini, M Iacopini Available at SSRN 3605451, 2020 | 7 | 2020 |
Nonparametric Forecasting of Multivariate Probability Density Functions M Iacopini, D Guégan Department of Economics, University of Venice" Ca'Foscari" Working Papers, 2018 | 6* | 2018 |
Discussion on" Sparse graphs using exchangeable random measures" by F. Caron and EB Fox R Casarin, M Iacopini, L Rossini arXiv preprint arXiv:1705.03655, 2017 | 2 | 2017 |
COVID-19 spreading in financial networks: A semiparametric matrix regression model M Billio, R Casarin, M Costola, M Iacopini Department of Economics, University of Venice" Ca'Foscari", 0 | 2* | |
Filtering the intensity of public concern from social media count data with jumps M Iacopini, CRMA Santagiustina Journal of the Royal Statistical Society: Series A (Statistics in Society), 2021 | 1 | 2021 |
A matrix-variate t model for networks M Billio, R Casarin, M Costola, M Iacopini Frontiers in Artificial Intelligence 4, 49, 2021 | 1 | 2021 |
Bayesian nonparametric graphical models for time-varying parameters VAR M Iacopini, L Rossini arXiv preprint arXiv:1906.02140, 2019 | 1 | 2019 |
Bayesian Tensor Regression Models M Billio, R Casarin, M Iacopini Mathematical and Statistical Methods for Actuarial Sciences and Finance, 149-153, 2018 | 1 | 2018 |
Proper scoring rules for evaluating density forecasts with asymmetric loss functions M Iacopini, F Ravazzolo, L Rossini Journal of Business & Economic Statistics, 1-15, 2022 | | 2022 |
A discussion on: On a Class of Objective Priors from Scoring Rules by F. Leisen, C. Villa and SG Walker M Iacopini, F Ravazzolo, L Rossini Bayesian Analysis 15 (4), 2021 | | 2021 |
Visualizing and comparing distributions with half-disk density strips CRMA Santagiustina, M Iacopini arXiv preprint arXiv:2006.16063, 2020 | | 2020 |
Essays on the econometric modelling of temporal networks M Iacopini Università Ca'Foscari Venezia, 2018 | | 2018 |
Bayesian Tensor Binary Regression M Billio, R Casarin, M Iacopini Mathematical and Statistical Methods for Actuarial Sciences and Finance, 143-147, 2018 | | 2018 |
Discussion on "Using stacking to average Bayesian predictive distributions" by Y. Yao, A. Vehtari, D. Simpson and A. Gelman M Iacopini, S Tonellato | | |