CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 19.980
EU - Europa 12.127
AS - Asia 8.562
SA - Sud America 1.056
AF - Africa 149
OC - Oceania 40
Continente sconosciuto - Info sul continente non disponibili 17
Totale 41.931
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Nazione #
US - Stati Uniti d'America 19.329
PL - Polonia 4.535
CN - Cina 4.215
IT - Italia 3.121
SG - Singapore 2.136
BR - Brasile 782
DE - Germania 754
HK - Hong Kong 641
GB - Regno Unito 588
UA - Ucraina 584
IE - Irlanda 576
CA - Canada 513
FI - Finlandia 434
FR - Francia 377
SE - Svezia 370
VN - Vietnam 307
RU - Federazione Russa 291
IN - India 247
JP - Giappone 208
TR - Turchia 196
KR - Corea 150
ID - Indonesia 138
NL - Olanda 111
CL - Cile 93
MX - Messico 88
AR - Argentina 69
AT - Austria 68
CH - Svizzera 66
IR - Iran 52
ES - Italia 46
BD - Bangladesh 44
BE - Belgio 41
GR - Grecia 33
UZ - Uzbekistan 33
AU - Australia 30
ZA - Sudafrica 30
CO - Colombia 29
EC - Ecuador 29
TW - Taiwan 29
IQ - Iraq 27
MA - Marocco 26
CZ - Repubblica Ceca 23
RO - Romania 22
DO - Repubblica Dominicana 20
DK - Danimarca 18
VE - Venezuela 18
KE - Kenya 16
BJ - Benin 15
DZ - Algeria 15
MY - Malesia 14
PK - Pakistan 14
EU - Europa 13
PY - Paraguay 13
SA - Arabia Saudita 13
PE - Perù 12
PH - Filippine 12
IL - Israele 11
AE - Emirati Arabi Uniti 10
BG - Bulgaria 10
CR - Costa Rica 10
LB - Libano 10
JO - Giordania 9
KZ - Kazakistan 8
NZ - Nuova Zelanda 8
UY - Uruguay 8
AZ - Azerbaigian 7
LV - Lettonia 7
NO - Norvegia 7
PT - Portogallo 7
ET - Etiopia 6
GE - Georgia 6
PA - Panama 6
TN - Tunisia 6
CI - Costa d'Avorio 5
EG - Egitto 5
SK - Slovacchia (Repubblica Slovacca) 5
AL - Albania 4
HR - Croazia 4
IS - Islanda 4
MD - Moldavia 4
NG - Nigeria 4
OM - Oman 4
SN - Senegal 4
TH - Thailandia 4
A2 - ???statistics.table.value.countryCode.A2??? 3
GH - Ghana 3
HU - Ungheria 3
JM - Giamaica 3
KG - Kirghizistan 3
MK - Macedonia 3
MU - Mauritius 3
NP - Nepal 3
PS - Palestinian Territory 3
SI - Slovenia 3
TT - Trinidad e Tobago 3
BF - Burkina Faso 2
BO - Bolivia 2
BY - Bielorussia 2
CG - Congo 2
HN - Honduras 2
Totale 41.900
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Città #
Warsaw 4.516
Woodbridge 3.629
Fairfield 1.802
Ashburn 1.562
Chandler 1.296
Singapore 1.128
Jacksonville 1.000
Houston 924
Dallas 909
Seattle 795
Ann Arbor 773
Wilmington 650
Mestre 605
Cambridge 604
Hong Kong 596
Dublin 560
Dearborn 441
Jinan 384
Boardman 378
Nanjing 338
Beijing 330
Venice 328
Shenyang 321
New York 311
Toronto 271
Venezia 262
Guangzhou 250
Hefei 206
Council Bluffs 201
Tianjin 201
Hangzhou 182
Hebei 176
Boston 174
Los Angeles 169
Des Moines 157
Izmir 155
Zhengzhou 151
Milan 145
Mülheim 141
Changsha 139
Andover 136
Princeton 136
Bengaluru 131
Ningbo 126
Nanchang 125
London 122
Jakarta 120
Rome 118
Taizhou 118
San Mateo 115
Ottawa 109
Ho Chi Minh City 103
Redwood City 101
Seoul 97
San Diego 89
Haikou 86
Taiyuan 81
The Dalles 81
Buffalo 80
São Paulo 78
Frankfurt am Main 77
Helsinki 72
Jiaxing 72
Fuzhou 71
Moscow 65
Tokyo 63
Santa Clara 62
Hanoi 60
Columbus 59
Shanghai 58
Munich 55
Padova 54
Verona 53
Amsterdam 48
Saint Petersburg 47
Santiago 42
Chicago 40
Phoenix 40
Dong Ket 38
San Paolo di Civitate 38
Altamura 37
Rio de Janeiro 36
Montreal 35
Paris 35
Treviso 35
Washington 35
Brussels 34
Columbia 34
Bremen 31
Pune 29
Kunming 28
Vienna 28
Norwalk 26
Renton 26
Nuremberg 23
Pianiga 22
Padua 21
Taipei 21
Trieste 21
Bologna 20
Totale 31.003
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.464
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 918
An entropy-based early warning indicator for systemic risk 667
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 658
Bayesian Calibration of Generalized Pools of Predictive Distributions 541
Entropy and systemic risk measures 528
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 497
Bayesian Markov switching tensor regression for time-varying networks 489
Modeling Systemic Risk with Markov Switching Graphical SUR Models 488
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 479
Bayesian Graphical Models for STructural Vector Autoregressive Processes 479
Bayesian dynamic tensor regression 479
A Bayesian Stochastic Correlation Model for Exchange Rates 471
Sparse BGVAR models for Systemic Risk Analysis 470
Bayesian inference in dynamic models with latent factors 467
Markov switching GARCH models for Bayesian hedging on energy futures markets 463
Adaptive independent sticky MCMC algorithms 458
Bayesian nonparametric sparse VAR models 433
Sequential clustering based on Dirichlet Process Priors 425
Combination Schemes for Turning Point Predictions 419
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 415
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 412
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 402
Computational Complexity and Parallelization in Bayesian Econometric Analysis 401
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 397
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 392
Extreme Returns in a Shortfall Risk Framework 386
Opinion Dynamics and Disagreements on Financial Networks 384
Bayesian Inference for Mixture of Stable Distributions 383
Combining predictive densities using Bayesian filtering with applications to US economics data 380
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 376
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 368
Efficient Gibbs sampling for Markov switching GARCH models 368
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 364
Matrix-state particle filters for Wishart stochastic volatility processes 361
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 350
Disagreement in Signed Financial Networks 345
Sparse Graphical Vector Autoregression: A Bayesian Approach 340
Sparse Graphical Vector Autoregression: A Bayesian Approach 327
A Bayesian time varying approach to risk neutral density estimation 326
Bayesian nonparametric sparse Vector Autoregressive models 323
Bayesian inference in dynamic models with latent factors 322
Combining predictive densities using Bayesian filtering with applications to US economics data 319
Business Cycle and Stock Market Volatility: A Particle Filter Approach 319
Bayesian Inference on Dynamic Models with Latent Factors 318
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 317
Bayesian Tensor Regression Models 316
COVID-19 spreading in financial networks: A semiparametric matrix regression model 316
Interacting Multiple-Try Algorithms 315
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 313
Financial press and stock markets in times of crisis 312
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 312
Bayesian Graphical Models for Structural Vector Autoregressive Processes 312
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 310
Bayesian Tensor Binary Regression 305
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 303
Sparse graphs using exchangeable random measures 300
Combination schemes for turning point prediction 299
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 293
Bayesian Inference for Mixture of Stable Distributions 290
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 288
Decision trees and random forests 283
Hierarchical Species Sampling Models 282
Markov Switching Panel with Endogenous Synchronization Effects 282
Bayesian Tensor Regression Models 280
Adaptive Sticky Generalized Metropolis 276
Efficient Gibbs Sampling for Markov Switching GARCH Models 272
Combination schemes for turning point prediction 264
Bayesian Markov Switching Stochastic Correlation Models 264
Bayesian Panel Markov-Switching model with interacting Markov chains 264
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 260
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 259
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 256
A scoring rule for factor and autoregressive models under misspecification 251
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 251
Investment Styles in the European Equity Market 243
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 242
Contagion Dynamics on Financial Networks 242
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 236
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 233
Italian Equity Funds: Efficiency and Performance Persistence 229
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 229
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 225
COVID-19 spreading in financial networks: A semiparametric matrix regression model 225
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 223
Structural changes in large economic datasets: A nonparametric homogeneity test 223
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 220
ISP Index: A Parsimonious Method to Predict Defaults 215
A stochastic volatility framework with analytical filtering 212
Online data processing: Comparison of Bayesian regularized particle filters 211
Italian Equity Funds: Efficiency and Performance Persistence 210
Bayesian Dynamic Tensor Regression 209
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 207
A Matrix-Variate t Model for Networks 207
Online data processing: Comparison of Bayesian regularized particle filters 202
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 202
Italian Equity Funds: Efficiency and Performance Persistence 202
Bayesian Outlier Detection for Matrix-variate Models 201
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 200
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 200
Totale 34.464
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Categoria #
all - tutte 118.402
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 118.402
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20213.802 0 0 0 0 0 536 466 434 354 673 826 513
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
2025/20265.801 820 862 1.340 1.180 1.310 289 0 0 0 0 0 0
Totale 42.718