CASARIN, Roberto
 Distribuzione geografica
Continente #
NA - Nord America 18.095
EU - Europa 11.703
AS - Asia 6.252
SA - Sud America 700
AF - Africa 75
OC - Oceania 36
Continente sconosciuto - Info sul continente non disponibili 16
Totale 36.877
Nazione #
US - Stati Uniti d'America 17.517
PL - Polonia 4.521
CN - Cina 3.532
IT - Italia 3.008
SG - Singapore 1.191
DE - Germania 694
HK - Hong Kong 580
UA - Ucraina 580
IE - Irlanda 575
BR - Brasile 533
CA - Canada 485
GB - Regno Unito 469
FI - Finlandia 424
SE - Svezia 360
FR - Francia 349
RU - Federazione Russa 269
TR - Turchia 187
JP - Giappone 161
ID - Indonesia 123
IN - India 102
NL - Olanda 101
CL - Cile 85
VN - Vietnam 74
AT - Austria 67
CH - Svizzera 62
KR - Corea 62
MX - Messico 54
IR - Iran 49
BE - Belgio 41
GR - Grecia 33
ES - Italia 31
BD - Bangladesh 28
UZ - Uzbekistan 27
AU - Australia 26
TW - Taiwan 24
CO - Colombia 23
CZ - Repubblica Ceca 23
AR - Argentina 22
RO - Romania 22
DO - Repubblica Dominicana 19
DK - Danimarca 16
EC - Ecuador 14
EU - Europa 13
MY - Malesia 12
PK - Pakistan 12
SA - Arabia Saudita 12
ZA - Sudafrica 12
MA - Marocco 11
PH - Filippine 11
PE - Perù 10
CR - Costa Rica 9
DZ - Algeria 9
LB - Libano 9
AE - Emirati Arabi Uniti 8
BG - Bulgaria 8
IL - Israele 8
KE - Kenya 8
NZ - Nuova Zelanda 8
IQ - Iraq 7
LV - Lettonia 7
NO - Norvegia 7
PT - Portogallo 7
BJ - Benin 6
CI - Costa d'Avorio 5
GE - Georgia 5
KZ - Kazakistan 5
PA - Panama 5
PY - Paraguay 5
SK - Slovacchia (Repubblica Slovacca) 5
VE - Venezuela 5
AZ - Azerbaigian 4
EG - Egitto 4
ET - Etiopia 4
IS - Islanda 4
JO - Giordania 4
A2 - ???statistics.table.value.countryCode.A2??? 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
KG - Kirghizistan 3
MD - Moldavia 3
SI - Slovenia 3
SN - Senegal 3
TN - Tunisia 3
UY - Uruguay 3
BY - Bielorussia 2
MO - Macao, regione amministrativa speciale della Cina 2
MU - Mauritius 2
NP - Nepal 2
NR - Nauru 2
PS - Palestinian Territory 2
RS - Serbia 2
SC - Seychelles 2
TT - Trinidad e Tobago 2
AG - Antigua e Barbuda 1
AL - Albania 1
BB - Barbados 1
CG - Congo 1
GI - Gibilterra 1
HN - Honduras 1
Totale 36.866
Città #
Warsaw 4.504
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Ashburn 1.201
Jacksonville 999
Houston 914
Seattle 793
Ann Arbor 773
Wilmington 649
Singapore 623
Mestre 605
Cambridge 604
Dublin 559
Hong Kong 540
Dearborn 441
Jinan 381
Boardman 378
Nanjing 336
Shenyang 319
Venice 300
New York 276
Toronto 267
Venezia 262
Beijing 231
Tianjin 196
Council Bluffs 191
Guangzhou 186
Hangzhou 179
Hebei 176
Boston 168
Izmir 155
Des Moines 150
Zhengzhou 145
Mülheim 141
Andover 136
Princeton 136
Changsha 133
Milan 131
Ningbo 126
Nanchang 124
Jakarta 118
Taizhou 118
San Mateo 115
Rome 113
Ottawa 109
Redwood City 101
San Diego 89
Haikou 85
Taiyuan 80
Los Angeles 73
Helsinki 72
Jiaxing 71
Fuzhou 70
The Dalles 69
Moscow 65
Columbus 59
Hefei 57
Munich 55
Padova 54
São Paulo 53
Dallas 51
Verona 50
Shanghai 49
Saint Petersburg 47
London 39
Amsterdam 38
Dong Ket 38
San Paolo di Civitate 38
Santiago 38
Altamura 37
Treviso 35
Brussels 34
Columbia 34
Paris 34
Washington 34
Bremen 31
Phoenix 30
Pune 29
Santa Clara 29
Kunming 28
Vienna 28
Norwalk 26
Renton 26
Nuremberg 23
Rio de Janeiro 23
Pianiga 22
Trieste 21
Berlin 19
Frankfurt am Main 19
Montreal 19
Valdobbiadene 19
Bologna 18
Feletto Umberto 18
Taipei 18
San Donà Di Piave 17
Tokyo 17
Florence 16
Bolzano 15
Canterbury 15
Totale 27.903
Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.424
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 889
An entropy-based early warning indicator for systemic risk 628
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 626
Bayesian Calibration of Generalized Pools of Predictive Distributions 519
Entropy and systemic risk measures 497
Modeling Systemic Risk with Markov Switching Graphical SUR Models 471
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 457
Bayesian Markov switching tensor regression for time-varying networks 449
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 448
Bayesian dynamic tensor regression 447
Sparse BGVAR models for Systemic Risk Analysis 444
Bayesian Graphical Models for STructural Vector Autoregressive Processes 441
Markov switching GARCH models for Bayesian hedging on energy futures markets 438
Bayesian inference in dynamic models with latent factors 426
A Bayesian Stochastic Correlation Model for Exchange Rates 424
Adaptive independent sticky MCMC algorithms 419
Bayesian nonparametric sparse VAR models 406
Sequential clustering based on Dirichlet Process Priors 405
Combination Schemes for Turning Point Predictions 399
Computational Complexity and Parallelization in Bayesian Econometric Analysis 392
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 384
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 381
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 376
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 372
Bayesian Inference for Mixture of Stable Distributions 367
Combining predictive densities using Bayesian filtering with applications to US economics data 365
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 365
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 364
Extreme Returns in a Shortfall Risk Framework 356
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 348
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 348
Opinion Dynamics and Disagreements on Financial Networks 346
Efficient Gibbs sampling for Markov switching GARCH models 342
Matrix-state particle filters for Wishart stochastic volatility processes 340
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 334
Sparse Graphical Vector Autoregression: A Bayesian Approach 327
Disagreement in Signed Financial Networks 314
Sparse Graphical Vector Autoregression: A Bayesian Approach 305
Combining predictive densities using Bayesian filtering with applications to US economics data 301
Interacting Multiple-Try Algorithms 299
Business Cycle and Stock Market Volatility: A Particle Filter Approach 298
Bayesian nonparametric sparse Vector Autoregressive models 295
A Bayesian time varying approach to risk neutral density estimation 295
Financial press and stock markets in times of crisis 291
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 291
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 291
Bayesian inference in dynamic models with latent factors 290
Bayesian Tensor Regression Models 289
Bayesian Graphical Models for Structural Vector Autoregressive Processes 287
COVID-19 spreading in financial networks: A semiparametric matrix regression model 284
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 283
Bayesian Inference on Dynamic Models with Latent Factors 280
Combination schemes for turning point prediction 280
Bayesian Tensor Binary Regression 280
Bayesian Inference for Mixture of Stable Distributions 277
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 269
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 266
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 264
Hierarchical Species Sampling Models 260
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 257
Bayesian Tensor Regression Models 255
Efficient Gibbs Sampling for Markov Switching GARCH Models 254
Sparse graphs using exchangeable random measures 247
Combination schemes for turning point prediction 245
Adaptive Sticky Generalized Metropolis 245
Bayesian Panel Markov-Switching model with interacting Markov chains 241
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 239
Bayesian Markov Switching Stochastic Correlation Models 236
Markov Switching Panel with Endogenous Synchronization Effects 234
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 231
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 229
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 226
Decision trees and random forests 222
Investment Styles in the European Equity Market 220
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 220
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 216
Contagion Dynamics on Financial Networks 216
Italian Equity Funds: Efficiency and Performance Persistence 215
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 215
Structural changes in large economic datasets: A nonparametric homogeneity test 209
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 207
A scoring rule for factor and autoregressive models under misspecification 207
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 205
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 199
COVID-19 spreading in financial networks: A semiparametric matrix regression model 195
Italian Equity Funds: Efficiency and Performance Persistence 192
Online data processing: Comparison of Bayesian regularized particle filters 188
Online data processing: Comparison of Bayesian regularized particle filters 188
Italian Equity Funds: Efficiency and Performance Persistence 188
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 186
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 185
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 184
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 183
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 182
Italian Equity Funds: Efficiency and Performance Persistence 178
A stochastic volatility framework with analytical filtering 178
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 177
Bayesian Dynamic Tensor Regression 176
Bayesian Nonparametric Sparse Vector Autoregressive Models 175
Totale 31.798
Categoria #
all - tutte 105.144
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 105.144


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20215.953 307 229 560 347 708 536 466 434 354 673 826 513
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
2025/2026731 731 0 0 0 0 0 0 0 0 0 0 0
Totale 37.648