Segui
Matteo Iacopini
Titolo
Citata da
Citata da
Anno
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
112022
On the “mementum” of Meme Stocks
M Costola, M Iacopini, CRMA Santagiustina
Economics Letters 207, 110021, 2021
102021
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
82020
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
82018
Stablecoins and cryptocurrency returns: Evidence from large bayesian vars
D Bianchi, L Rossini, M Iacopini
Available at SSRN 3605451, 2020
72020
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
22017
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
12021
A matrix-variate t model for networks
M Billio, R Casarin, M Costola, M Iacopini
Frontiers in Artificial Intelligence 4, 49, 2021
12021
Bayesian nonparametric graphical models for time-varying parameters VAR
M Iacopini, L Rossini
arXiv preprint arXiv:1906.02140, 2019
12019
Bayesian Tensor Regression Models
M Billio, R Casarin, M Iacopini
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 149-153, 2018
12018
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
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–19