CASARIN, Roberto

CASARIN, Roberto  

Dipartimento di Economia  

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Risultati 1 - 20 di 152 (tempo di esecuzione: 0.0 secondi).
Titolo Data di pubblicazione Autori Tipo File Abstract
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 1-gen-2014 CASARIN, Roberto + 3.1 Articolo su libro -
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 1-gen-2015 CASARIN, Roberto + 2.1 Articolo su rivista -
A Bayesian Generalized Poisson Model for Cyber Risk Analysis 1-gen-2021 Carallo, GiuliaCasarin, Roberto + 3.1 Articolo su libro -
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 1-gen-2018 CASARIN, RobertoSARTORE, Domenico + 2.1 Articolo su rivista -
A Bayesian Stochastic Correlation Model for Exchange Rates 1-gen-2013 CASARIN, RobertoSARTORE, Domenico + 3.1 Articolo su libro -
A Bayesian time varying approach to risk neutral density estimation 1-gen-2019 Casarin, Roberto + 2.1 Articolo su rivista -
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 1-gen-2009 CASARIN, Roberto + 2.1 Articolo su rivista -
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 1-gen-2009 CASARIN, Roberto + 2.1 Articolo su rivista -
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 1-gen-2017 CASARIN, RobertoFrattarolo, LorenzoROSSINI, LUCA 2.1 Articolo su rivista -
A Dynamic Latent-Space Model for Asset Clustering 1-gen-2024 Casarin, RobertoPeruzzi, Antonio 2.1 Articolo su rivista -
A Dynamic Stochastic Block Model with infinite communities 1-gen-2021 Casarin R.Baltodano Lopez O. 3.1 Articolo su libro -
A flexible predictive density combination for large financial data sets in regular and crisis periods 1-gen-2023 Casarin R. + 2.1 Articolo su rivista -
A framework for information synthesis into sentiment indicators using text mining methods 1-gen-2022 Casarin R.ter Horst E. + 2.1 Articolo su rivista -
A Matrix-Variate t Model for Networks 1-gen-2021 Billio M.Casarin R.Costola M.Iacopini M. 2.1 Articolo su rivista -
A Note Tractable State-Space Models for Symmetric Positive-Definite Matrices 1-gen-2014 CASARIN, Roberto 3.1 Articolo su libro -
A scoring rule for factor and autoregressive models under misspecification 1-gen-2020 Casarin R.Corradin F.Ravazzolo F.Sartore D. 2.1 Articolo su rivista -
A stochastic volatility framework with analytical filtering 1-gen-2017 CASARIN, RobertoCORSI, Fulvio + 4.1 Articolo in Atti di convegno -
A Stochastic Volatility Model With Realized Measures for Option Pricing 1-gen-2020 Casarin R. + 2.1 Articolo su rivista -
Adaptive independent sticky MCMC algorithms 1-gen-2018 Casarin, Roberto + 2.1 Articolo su rivista -
Adaptive Sticky Generalized Metropolis 1-gen-2013 CASARIN, Roberto + 3.1 Articolo su libro -