CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 23.821
EU - Europa 12.750
AS - Asia 11.644
SA - Sud America 1.238
AF - Africa 219
OC - Oceania 41
Continente sconosciuto - Info sul continente non disponibili 18
Totale 49.731
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Nazione #
US - Stati Uniti d'America 23.042
PL - Polonia 4.540
CN - Cina 4.461
IT - Italia 3.342
SG - Singapore 3.142
VN - Vietnam 1.324
BR - Brasile 886
DE - Germania 812
HK - Hong Kong 710
GB - Regno Unito 638
UA - Ucraina 597
IE - Irlanda 581
CA - Canada 577
FR - Francia 542
FI - Finlandia 452
JP - Giappone 403
SE - Svezia 376
KR - Corea 335
IN - India 304
RU - Federazione Russa 296
TR - Turchia 207
ID - Indonesia 145
BD - Bangladesh 133
NL - Olanda 129
MX - Messico 110
CL - Cile 107
AR - Argentina 97
AT - Austria 72
CH - Svizzera 72
IQ - Iraq 62
ES - Italia 58
IR - Iran 54
ZA - Sudafrica 44
TW - Taiwan 42
BE - Belgio 41
PH - Filippine 41
EC - Ecuador 39
UZ - Uzbekistan 39
CO - Colombia 37
GR - Grecia 35
MA - Marocco 34
AU - Australia 31
PK - Pakistan 31
TH - Thailandia 30
RO - Romania 25
CZ - Repubblica Ceca 24
SA - Arabia Saudita 24
VE - Venezuela 24
DO - Repubblica Dominicana 21
DZ - Algeria 21
KE - Kenya 20
MY - Malesia 20
DK - Danimarca 19
PY - Paraguay 19
AE - Emirati Arabi Uniti 17
JM - Giamaica 16
BJ - Benin 15
CR - Costa Rica 14
JO - Giordania 14
KZ - Kazakistan 14
LB - Libano 14
EG - Egitto 13
EU - Europa 13
PE - Perù 13
AZ - Azerbaigian 12
BG - Bulgaria 12
ET - Etiopia 12
IL - Israele 12
NP - Nepal 12
PT - Portogallo 12
TN - Tunisia 11
LV - Lettonia 10
OM - Oman 10
UY - Uruguay 10
AL - Albania 9
HR - Croazia 9
NG - Nigeria 9
NZ - Nuova Zelanda 8
SN - Senegal 8
TT - Trinidad e Tobago 8
CI - Costa d'Avorio 7
GE - Georgia 7
GH - Ghana 7
NO - Norvegia 7
PA - Panama 7
HN - Honduras 6
SK - Slovacchia (Repubblica Slovacca) 6
BO - Bolivia 5
BY - Bielorussia 5
MD - Moldavia 5
SV - El Salvador 5
IS - Islanda 4
MK - Macedonia 4
NI - Nicaragua 4
PS - Palestinian Territory 4
RS - Serbia 4
SI - Slovenia 4
A2 - ???statistics.table.value.countryCode.A2??? 3
BH - Bahrain 3
CG - Congo 3
Totale 49.674
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Città #
Warsaw 4.520
Woodbridge 3.631
Ashburn 2.569
Fairfield 1.802
Singapore 1.708
Chandler 1.297
San Jose 1.057
Jacksonville 1.005
Houston 932
Dallas 924
Council Bluffs 863
Seattle 795
Ann Arbor 773
Wilmington 650
Hong Kong 647
Cambridge 607
Mestre 607
Dublin 564
Dearborn 441
Ho Chi Minh City 393
Boardman 387
Jinan 387
Beijing 370
New York 348
Venice 347
Nanjing 340
Shenyang 321
Hanoi 311
Toronto 277
Seoul 269
Guangzhou 262
Venezia 262
Tokyo 238
Los Angeles 211
Hefei 208
Tianjin 203
Milan 188
Hangzhou 186
Boston 176
Hebei 176
Des Moines 159
Izmir 157
Zhengzhou 152
Changsha 141
Mülheim 141
Lauterbourg 140
Andover 137
Princeton 137
Bengaluru 133
Rome 132
London 130
Ningbo 126
Nanchang 125
Jakarta 121
Taizhou 119
The Dalles 117
San Mateo 115
Frankfurt am Main 110
Ottawa 110
Columbus 107
Santa Clara 107
Redwood City 101
São Paulo 94
San Diego 93
Buffalo 91
Haikou 86
Helsinki 85
Taiyuan 81
Fuzhou 73
Jiaxing 72
Shanghai 67
Moscow 65
Verona 61
Chicago 60
Da Nang 59
Phoenix 59
Amsterdam 58
Orem 57
Munich 55
Haiphong 54
Padova 54
Montreal 50
Santiago 49
Saint Petersburg 47
Washington 44
Memphis 41
Paris 41
Rio de Janeiro 39
Dong Ket 38
San Paolo di Civitate 38
Altamura 37
Columbia 35
Treviso 35
Brussels 34
Bremen 32
Pune 30
Kunming 29
Vienna 28
Bologna 27
Norwalk 27
Totale 36.094
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.521
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 997
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 726
An entropy-based early warning indicator for systemic risk 710
Bayesian Calibration of Generalized Pools of Predictive Distributions 588
Entropy and systemic risk measures 577
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 551
Bayesian Markov switching tensor regression for time-varying networks 548
A Bayesian Stochastic Correlation Model for Exchange Rates 540
Bayesian Graphical Models for STructural Vector Autoregressive Processes 539
Sparse BGVAR models for Systemic Risk Analysis 535
Bayesian dynamic tensor regression 533
Modeling Systemic Risk with Markov Switching Graphical SUR Models 525
Bayesian inference in dynamic models with latent factors 521
Markov switching GARCH models for Bayesian hedging on energy futures markets 517
Adaptive independent sticky MCMC algorithms 515
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 512
Sequential clustering based on Dirichlet Process Priors 503
Bayesian nonparametric sparse VAR models 479
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 462
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 461
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 460
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 454
Combination Schemes for Turning Point Predictions 444
Extreme Returns in a Shortfall Risk Framework 439
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 435
Opinion Dynamics and Disagreements on Financial Networks 435
Computational Complexity and Parallelization in Bayesian Econometric Analysis 430
Bayesian Inference for Mixture of Stable Distributions 424
Efficient Gibbs sampling for Markov switching GARCH models 416
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 409
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 407
Matrix-state particle filters for Wishart stochastic volatility processes 407
Combining predictive densities using Bayesian filtering with applications to US economics data 403
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 401
Disagreement in Signed Financial Networks 396
Business Cycle and Stock Market Volatility: A Particle Filter Approach 389
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 379
Sparse Graphical Vector Autoregression: A Bayesian Approach 378
A Bayesian time varying approach to risk neutral density estimation 374
COVID-19 spreading in financial networks: A semiparametric matrix regression model 374
Bayesian Graphical Models for Structural Vector Autoregressive Processes 373
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 372
Interacting Multiple-Try Algorithms 366
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 364
Sparse Graphical Vector Autoregression: A Bayesian Approach 363
Bayesian nonparametric sparse Vector Autoregressive models 363
Sparse graphs using exchangeable random measures 363
Bayesian Tensor Regression Models 361
Bayesian Inference on Dynamic Models with Latent Factors 360
Bayesian inference in dynamic models with latent factors 360
Combining predictive densities using Bayesian filtering with applications to US economics data 354
Financial press and stock markets in times of crisis 353
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 353
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 351
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 346
Markov Switching Panel with Endogenous Synchronization Effects 346
Decision trees and random forests 345
Bayesian Tensor Binary Regression 344
Combination schemes for turning point prediction 343
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 337
Bayesian Inference for Mixture of Stable Distributions 329
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 325
Bayesian Tensor Regression Models 325
Hierarchical Species Sampling Models 324
Adaptive Sticky Generalized Metropolis 322
A scoring rule for factor and autoregressive models under misspecification 316
Efficient Gibbs Sampling for Markov Switching GARCH Models 315
Bayesian Markov Switching Stochastic Correlation Models 306
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 305
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 301
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 301
Combination schemes for turning point prediction 300
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 298
Bayesian Panel Markov-Switching model with interacting Markov chains 295
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 294
Contagion Dynamics on Financial Networks 289
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 285
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 282
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 281
ISP Index: A Parsimonious Method to Predict Defaults 275
Investment Styles in the European Equity Market 273
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 273
COVID-19 spreading in financial networks: A semiparametric matrix regression model 271
Italian Equity Funds: Efficiency and Performance Persistence 262
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 262
A stochastic volatility framework with analytical filtering 262
A Matrix-Variate t Model for Networks 261
Structural changes in large economic datasets: A nonparametric homogeneity test 260
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 258
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 258
Bayesian Dynamic Tensor Regression 257
Italian Equity Funds: Efficiency and Performance Persistence 254
Bayesian Outlier Detection for Matrix-variate Models 254
A Stochastic Volatility Model With Realized Measures for Option Pricing 251
Online data processing: Comparison of Bayesian regularized particle filters 246
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 244
Online data processing: Comparison of Bayesian regularized particle filters 241
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 241
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 239
Totale 39.166
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Categoria #
all - tutte 134.822
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 134.822
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20225.779 477 457 488 845 460 104 184 404 101 452 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
2026/2027421 421 0 0 0 0 0 0 0 0 0 0 0
Totale 50.533