CASARIN, Roberto
 Distribuzione geografica
Continente #
NA - Nord America 17.744
EU - Europa 11.676
AS - Asia 6.108
SA - Sud America 682
AF - Africa 75
OC - Oceania 34
Continente sconosciuto - Info sul continente non disponibili 16
Totale 36.335
Nazione #
US - Stati Uniti d'America 17.172
PL - Polonia 4.521
CN - Cina 3.515
IT - Italia 2.993
SG - Singapore 1.175
DE - Germania 693
UA - Ucraina 580
IE - Irlanda 574
HK - Hong Kong 571
BR - Brasile 518
CA - Canada 481
GB - Regno Unito 466
FI - Finlandia 424
SE - Svezia 358
FR - Francia 349
RU - Federazione Russa 268
TR - Turchia 187
ID - Indonesia 123
NL - Olanda 101
IN - India 99
CL - Cile 85
JP - Giappone 73
VN - Vietnam 67
AT - Austria 65
CH - Svizzera 62
KR - Corea 62
MX - Messico 54
IR - Iran 49
BE - Belgio 41
GR - Grecia 33
ES - Italia 30
UZ - Uzbekistan 27
AU - Australia 26
BD - Bangladesh 25
TW - Taiwan 24
CO - Colombia 23
CZ - Repubblica Ceca 23
RO - Romania 22
AR - Argentina 21
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
LV - Lettonia 7
NO - Norvegia 7
PT - Portogallo 7
BJ - Benin 6
IQ - Iraq 6
CI - Costa d'Avorio 5
GE - Georgia 5
KZ - Kazakistan 5
PA - Panama 5
SK - Slovacchia (Repubblica Slovacca) 5
AZ - Azerbaigian 4
EG - Egitto 4
ET - Etiopia 4
IS - Islanda 4
JO - Giordania 4
PY - Paraguay 4
VE - Venezuela 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
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
LA - Repubblica Popolare Democratica del Laos 1
LK - Sri Lanka 1
LY - Libia 1
Totale 36.328
Città #
Warsaw 4.504
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Jacksonville 999
Ashburn 925
Houston 914
Seattle 791
Ann Arbor 773
Wilmington 649
Singapore 618
Cambridge 604
Mestre 603
Dublin 559
Hong Kong 531
Dearborn 441
Jinan 381
Boardman 378
Nanjing 336
Shenyang 319
Venice 298
New York 271
Toronto 267
Venezia 262
Beijing 214
Tianjin 196
Council Bluffs 186
Guangzhou 186
Hangzhou 179
Hebei 176
Boston 165
Izmir 155
Des Moines 150
Zhengzhou 145
Mülheim 141
Andover 136
Princeton 136
Changsha 133
Milan 129
Ningbo 126
Nanchang 124
Jakarta 118
Taizhou 118
San Mateo 115
Rome 112
Ottawa 109
Redwood City 101
San Diego 89
Haikou 85
Taiyuan 80
Helsinki 72
Jiaxing 71
Los Angeles 71
Fuzhou 70
The Dalles 69
Moscow 65
Columbus 59
Hefei 57
Munich 55
Padova 54
Verona 50
Dallas 49
Shanghai 49
São Paulo 49
Saint Petersburg 47
Amsterdam 38
Dong Ket 38
London 38
San Paolo di Civitate 38
Santiago 38
Altamura 37
Treviso 35
Brussels 34
Columbia 34
Paris 34
Washington 34
Bremen 31
Pune 29
Kunming 28
Vienna 28
Norwalk 26
Renton 26
Santa Clara 26
Phoenix 25
Rio de Janeiro 23
Nuremberg 22
Pianiga 22
Trieste 21
Berlin 19
Frankfurt am Main 19
Valdobbiadene 19
Bologna 18
Feletto Umberto 18
Montreal 18
Taipei 18
San Donà Di Piave 17
Florence 16
Tokyo 16
Bolzano 15
Canterbury 15
Totale 27.554
Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.423
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 883
An entropy-based early warning indicator for systemic risk 623
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 619
Bayesian Calibration of Generalized Pools of Predictive Distributions 519
Entropy and systemic risk measures 492
Modeling Systemic Risk with Markov Switching Graphical SUR Models 469
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 456
Bayesian Markov switching tensor regression for time-varying networks 442
Sparse BGVAR models for Systemic Risk Analysis 441
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 441
Bayesian dynamic tensor regression 439
Bayesian Graphical Models for STructural Vector Autoregressive Processes 437
Markov switching GARCH models for Bayesian hedging on energy futures markets 437
Bayesian inference in dynamic models with latent factors 420
A Bayesian Stochastic Correlation Model for Exchange Rates 414
Adaptive independent sticky MCMC algorithms 413
Sequential clustering based on Dirichlet Process Priors 402
Bayesian nonparametric sparse VAR models 399
Combination Schemes for Turning Point Predictions 398
Computational Complexity and Parallelization in Bayesian Econometric Analysis 391
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 383
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 370
Bayesian Inference for Mixture of Stable Distributions 366
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 365
Combining predictive densities using Bayesian filtering with applications to US economics data 363
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 360
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 357
Extreme Returns in a Shortfall Risk Framework 353
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 347
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 347
Efficient Gibbs sampling for Markov switching GARCH models 341
Matrix-state particle filters for Wishart stochastic volatility processes 339
Opinion Dynamics and Disagreements on Financial Networks 337
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 333
Sparse Graphical Vector Autoregression: A Bayesian Approach 325
Disagreement in Signed Financial Networks 307
Combining predictive densities using Bayesian filtering with applications to US economics data 300
Sparse Graphical Vector Autoregression: A Bayesian Approach 300
Business Cycle and Stock Market Volatility: A Particle Filter Approach 298
Interacting Multiple-Try Algorithms 298
Financial press and stock markets in times of crisis 290
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 290
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 290
Bayesian nonparametric sparse Vector Autoregressive models 290
A Bayesian time varying approach to risk neutral density estimation 289
Bayesian inference in dynamic models with latent factors 284
Bayesian Tensor Regression Models 283
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 283
Bayesian Graphical Models for Structural Vector Autoregressive Processes 281
Combination schemes for turning point prediction 278
COVID-19 spreading in financial networks: A semiparametric matrix regression model 277
Bayesian Inference for Mixture of Stable Distributions 276
Bayesian Tensor Binary Regression 275
Bayesian Inference on Dynamic Models with Latent Factors 271
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 267
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 260
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 258
Hierarchical Species Sampling Models 256
Efficient Gibbs Sampling for Markov Switching GARCH Models 252
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 252
Bayesian Tensor Regression Models 250
Combination schemes for turning point prediction 244
Sparse graphs using exchangeable random measures 241
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 239
Adaptive Sticky Generalized Metropolis 237
Bayesian Panel Markov-Switching model with interacting Markov chains 236
Markov Switching Panel with Endogenous Synchronization Effects 230
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 229
Bayesian Markov Switching Stochastic Correlation Models 228
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 225
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 221
Investment Styles in the European Equity Market 219
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 219
Decision trees and random forests 217
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 215
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 214
Italian Equity Funds: Efficiency and Performance Persistence 212
Contagion Dynamics on Financial Networks 212
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 206
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 204
A scoring rule for factor and autoregressive models under misspecification 201
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 193
Italian Equity Funds: Efficiency and Performance Persistence 190
Online data processing: Comparison of Bayesian regularized particle filters 186
Italian Equity Funds: Efficiency and Performance Persistence 186
COVID-19 spreading in financial networks: A semiparametric matrix regression model 186
Online data processing: Comparison of Bayesian regularized particle filters 185
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 185
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 184
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 182
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 182
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 179
Italian Equity Funds: Efficiency and Performance Persistence 176
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 175
Bayesian Nonparametric Sparse Vector Autoregressive Models 174
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 173
A stochastic volatility framework with analytical filtering 172
Totale 31.446
Categoria #
all - tutte 103.884
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 103.884


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
2025/2026189 189 0 0 0 0 0 0 0 0 0 0 0
Totale 37.106