CASARIN, Roberto
CASARIN, Roberto
Dipartimento di Economia
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
2014-01-01 Casarin, Roberto; Fabrizio, Leisen; Enrique ter, Horst; German, Molina
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
2015-01-01 Casarin, Roberto; Leisen, Fabrizio; Molina, German; Ter Horst, Enrique
A Bayesian Generalized Poisson Model for Cyber Risk Analysis
2021-01-01 Carallo, Giulia; Casarin, Roberto; Robert, Christian P.
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets
2018-01-01 Casarin, Roberto; Sartore, Domenico; Tronzano, Marco
A Bayesian Stochastic Correlation Model for Exchange Rates
2013-01-01 Casarin, Roberto; Sartore, Domenico; Tronzano, M.
A Bayesian time varying approach to risk neutral density estimation
2019-01-01 Casarin, Roberto; Molina, German; ter Horst, Enrique
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N.
2009-01-01 Marin, J. M.; Casarin, Roberto; Robert, C. P.
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N.
2009-01-01 Casarin, Roberto; Robert, C. P.
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth
2017-01-01 Casarin, Roberto; Frattarolo, Lorenzo; Rossini, Luca
A Dynamic Latent-Space Model for Asset Clustering
2024-01-01 Casarin, Roberto; Peruzzi, Antonio
A Dynamic Stochastic Block Model with infinite communities
2021-01-01 Casarin, R.; Baltodano Lopez, O.
A flexible predictive density combination for large financial data sets in regular and crisis periods
2023-01-01 Casarin, R.; Grassi, S.; Ravazzolo, F.; van Dijk, H. K.
A framework for information synthesis into sentiment indicators using text mining methods
2022-01-01 Casarin, R.; Camargo, J. E.; Molina, G.; ter Horst, E.
A Matrix-Variate t Model for Networks
2021-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
A Note Tractable State-Space Models for Symmetric Positive-Definite Matrices
2014-01-01 Casarin, Roberto
A scoring rule for factor and autoregressive models under misspecification
2020-01-01 Casarin, R.; Corradin, F.; Ravazzolo, F.; Sartore, D.
A stochastic volatility framework with analytical filtering
2017-01-01 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
A Stochastic Volatility Model With Realized Measures for Option Pricing
2020-01-01 Bormetti, G.; Casarin, R.; Corsi, F.; Livieri, G.
Adaptive independent sticky MCMC algorithms
2018-01-01 Martino, Luca; Casarin, Roberto; Leisen, Fabrizio; Luengo, David
Adaptive Sticky Generalized Metropolis
2013-01-01 Martino, L.; Casarin, Roberto; Leisen, F.; Luengo, D.