CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 24.985
EU - Europa 12.891
AS - Asia 11.755
SA - Sud America 1.345
Continente sconosciuto - Info sul continente non disponibili 820
AF - Africa 219
OC - Oceania 42
Totale 52.057
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Nazione #
US - Stati Uniti d'America 24.139
PL - Polonia 4.542
CN - Cina 4.484
IT - Italia 3.383
SG - Singapore 3.172
VN - Vietnam 1.330
BR - Brasile 929
DE - Germania 813
HK - Hong Kong 713
GB - Regno Unito 676
CA - Canada 603
UA - Ucraina 600
IE - Irlanda 581
FR - Francia 545
FI - Finlandia 452
SE - Svezia 415
JP - Giappone 405
KR - Corea 337
IN - India 310
RU - Federazione Russa 296
TR - Turchia 208
ID - Indonesia 151
BD - Bangladesh 147
NL - Olanda 132
MX - Messico 115
CL - Cile 109
AR - Argentina 100
AT - Austria 72
CH - Svizzera 72
IQ - Iraq 63
CO - Colombia 62
ES - Italia 61
EC - Ecuador 57
IR - Iran 54
ZA - Sudafrica 44
TW - Taiwan 42
BE - Belgio 41
PH - Filippine 41
VE - Venezuela 40
UZ - Uzbekistan 39
GR - Grecia 35
MA - Marocco 34
PK - Pakistan 33
AU - Australia 32
TH - Thailandia 32
JM - Giamaica 29
SA - Arabia Saudita 27
RO - Romania 25
CZ - Repubblica Ceca 24
MY - Malesia 24
DO - Repubblica Dominicana 22
DZ - Algeria 21
CR - Costa Rica 20
KE - Kenya 20
DK - Danimarca 19
PY - Paraguay 19
AE - Emirati Arabi Uniti 17
BJ - Benin 15
KZ - Kazakistan 15
LB - Libano 15
JO - Giordania 14
EG - Egitto 13
EU - Europa 13
NP - Nepal 13
PE - Perù 13
PT - Portogallo 13
AZ - Azerbaigian 12
BG - Bulgaria 12
ET - Etiopia 12
IL - Israele 12
TN - Tunisia 11
AL - Albania 10
LV - Lettonia 10
OM - Oman 10
UY - Uruguay 10
HR - Croazia 9
NG - Nigeria 9
PA - Panama 9
TT - Trinidad e Tobago 9
NZ - Nuova Zelanda 8
SN - Senegal 8
CI - Costa d'Avorio 7
GE - Georgia 7
GH - Ghana 7
HN - Honduras 7
NO - Norvegia 7
SV - El Salvador 7
EE - Estonia 6
GT - Guatemala 6
SK - Slovacchia (Repubblica Slovacca) 6
BO - Bolivia 5
BY - Bielorussia 5
MD - Moldavia 5
NI - Nicaragua 5
BH - Bahrain 4
IS - Islanda 4
MK - Macedonia 4
PR - Porto Rico 4
PS - Palestinian Territory 4
RS - Serbia 4
Totale 51.187
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Città #
Warsaw 4.521
Woodbridge 3.632
Ashburn 2.791
Fairfield 1.802
Singapore 1.718
Chandler 1.297
San Jose 1.148
Jacksonville 1.006
Council Bluffs 981
Dallas 947
Houston 938
Seattle 798
Ann Arbor 773
Wilmington 653
Hong Kong 650
Cambridge 607
Mestre 607
Dublin 564
Dearborn 441
Ho Chi Minh City 395
Boardman 388
Jinan 387
Beijing 376
New York 359
Venice 350
Nanjing 340
Shenyang 321
Hanoi 313
Toronto 277
Seoul 271
Guangzhou 262
Venezia 262
Tokyo 240
Los Angeles 230
Hefei 209
Tianjin 203
Milan 190
Hangzhou 186
Boston 177
Hebei 176
Des Moines 159
Izmir 157
Zhengzhou 152
Changsha 141
Mülheim 141
Lauterbourg 140
Andover 137
Princeton 137
Santa Clara 137
Rome 135
Bengaluru 133
London 131
Ningbo 126
Nanchang 125
Jakarta 121
Taizhou 120
The Dalles 120
San Mateo 115
Frankfurt am Main 111
Ottawa 111
Columbus 108
Redwood City 101
São Paulo 100
Buffalo 97
San Diego 95
Haikou 86
Helsinki 85
Taiyuan 81
Fuzhou 73
Jiaxing 72
Chicago 68
Phoenix 67
Shanghai 67
Moscow 65
Verona 62
Orem 61
Amsterdam 60
Da Nang 59
Haiphong 55
Munich 55
Montreal 54
Padova 54
Santiago 49
Saint Petersburg 47
Washington 46
Memphis 41
Paris 41
Rio de Janeiro 39
Dong Ket 38
San Paolo di Civitate 38
Altamura 37
Columbia 37
Treviso 35
Brussels 34
Bremen 32
Norwalk 30
Padua 30
Pune 30
Kunming 29
Bologna 28
Totale 36.721
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.532
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 1.003
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 732
An entropy-based early warning indicator for systemic risk 726
Bayesian Calibration of Generalized Pools of Predictive Distributions 591
Entropy and systemic risk measures 585
Bayesian Markov switching tensor regression for time-varying networks 564
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 558
A Bayesian Stochastic Correlation Model for Exchange Rates 556
Bayesian Graphical Models for STructural Vector Autoregressive Processes 553
Bayesian dynamic tensor regression 547
Sparse BGVAR models for Systemic Risk Analysis 541
Modeling Systemic Risk with Markov Switching Graphical SUR Models 539
Markov switching GARCH models for Bayesian hedging on energy futures markets 535
Bayesian inference in dynamic models with latent factors 533
Adaptive independent sticky MCMC algorithms 524
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 521
Sequential clustering based on Dirichlet Process Priors 511
Bayesian nonparametric sparse VAR models 484
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 469
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 468
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 467
Extreme Returns in a Shortfall Risk Framework 460
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 458
Combination Schemes for Turning Point Predictions 457
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 447
Efficient Gibbs sampling for Markov switching GARCH models 447
Opinion Dynamics and Disagreements on Financial Networks 440
Computational Complexity and Parallelization in Bayesian Econometric Analysis 433
Bayesian Inference for Mixture of Stable Distributions 430
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 421
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 419
Matrix-state particle filters for Wishart stochastic volatility processes 417
Combining predictive densities using Bayesian filtering with applications to US economics data 416
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 413
Business Cycle and Stock Market Volatility: A Particle Filter Approach 409
Disagreement in Signed Financial Networks 399
Bayesian Graphical Models for Structural Vector Autoregressive Processes 389
COVID-19 spreading in financial networks: A semiparametric matrix regression model 389
Sparse Graphical Vector Autoregression: A Bayesian Approach 386
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 384
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 381
A Bayesian time varying approach to risk neutral density estimation 379
Interacting Multiple-Try Algorithms 377
Sparse Graphical Vector Autoregression: A Bayesian Approach 376
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 375
Bayesian Inference on Dynamic Models with Latent Factors 374
Sparse graphs using exchangeable random measures 371
Bayesian nonparametric sparse Vector Autoregressive models 367
Bayesian inference in dynamic models with latent factors 366
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 366
Bayesian Tensor Regression Models 365
Financial press and stock markets in times of crisis 364
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 363
Combining predictive densities using Bayesian filtering with applications to US economics data 362
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 361
Decision trees and random forests 354
Combination schemes for turning point prediction 352
Bayesian Tensor Binary Regression 352
Markov Switching Panel with Endogenous Synchronization Effects 352
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 341
Bayesian Inference for Mixture of Stable Distributions 337
Adaptive Sticky Generalized Metropolis 333
Bayesian Tensor Regression Models 331
Hierarchical Species Sampling Models 330
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 329
Efficient Gibbs Sampling for Markov Switching GARCH Models 327
A scoring rule for factor and autoregressive models under misspecification 323
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 317
Combination schemes for turning point prediction 315
Bayesian Markov Switching Stochastic Correlation Models 313
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 310
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 310
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 309
Bayesian Panel Markov-Switching model with interacting Markov chains 308
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 301
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 296
Contagion Dynamics on Financial Networks 293
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 291
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 288
ISP Index: A Parsimonious Method to Predict Defaults 285
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 284
COVID-19 spreading in financial networks: A semiparametric matrix regression model 281
Investment Styles in the European Equity Market 279
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 271
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 270
A Matrix-Variate t Model for Networks 270
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 267
Bayesian Outlier Detection for Matrix-variate Models 266
Italian Equity Funds: Efficiency and Performance Persistence 265
A stochastic volatility framework with analytical filtering 265
Structural changes in large economic datasets: A nonparametric homogeneity test 265
Italian Equity Funds: Efficiency and Performance Persistence 263
Bayesian Dynamic Tensor Regression 261
A Stochastic Volatility Model With Realized Measures for Option Pricing 259
Online data processing: Comparison of Bayesian regularized particle filters 254
Online data processing: Comparison of Bayesian regularized particle filters 250
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 250
Random Projection Methods in Economics and Finance 249
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 248
Totale 40.114
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Categoria #
all - tutte 140.456
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 140.456
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20224.845 0 0 488 845 460 104 184 404 101 452 1.309 498
2022/20234.105 281 287 198 448 461 1.004 183 302 451 64 316 110
2023/20242.333 137 147 119 98 218 397 114 211 187 90 245 370
2024/20253.607 71 148 273 354 269 259 345 387 410 365 388 338
2025/202613.195 820 862 1.340 1.180 1.310 909 1.538 723 1.598 1.358 610 947
2026/20271.945 532 654 759 0 0 0 0 0 0 0 0 0
Totale 52.057