CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 17.122
EU - Europa 10.991
AS - Asia 4.660
SA - Sud America 170
AF - Africa 50
OC - Oceania 32
Continente sconosciuto - Info sul continente non disponibili 16
Totale 33.041
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Nazione #
US - Stati Uniti d'America 16.576
PL - Polonia 4.515
CN - Cina 3.378
IT - Italia 2.676
DE - Germania 624
IE - Irlanda 571
UA - Ucraina 560
CA - Canada 470
GB - Regno Unito 439
FI - Finlandia 400
SG - Singapore 382
SE - Svezia 353
FR - Francia 320
HK - Hong Kong 247
TR - Turchia 172
RU - Federazione Russa 165
BR - Brasile 90
NL - Olanda 76
IN - India 75
ID - Indonesia 65
JP - Giappone 61
KR - Corea 61
VN - Vietnam 55
CH - Svizzera 54
CL - Cile 54
IR - Iran 49
AT - Austria 44
MX - Messico 43
BE - Belgio 39
GR - Grecia 30
AU - Australia 24
ES - Italia 24
TW - Taiwan 24
RO - Romania 22
DO - Repubblica Dominicana 18
CZ - Repubblica Ceca 16
DK - Danimarca 16
UZ - Uzbekistan 14
CO - Colombia 13
EU - Europa 13
BD - Bangladesh 12
MY - Malesia 11
CR - Costa Rica 9
DZ - Algeria 9
SA - Arabia Saudita 9
NZ - Nuova Zelanda 8
AE - Emirati Arabi Uniti 7
IL - Israele 7
LB - Libano 7
NO - Norvegia 7
PK - Pakistan 7
PT - Portogallo 7
BJ - Benin 6
KE - Kenya 6
LV - Lettonia 6
ZA - Sudafrica 6
AR - Argentina 5
BG - Bulgaria 5
PE - Perù 5
CI - Costa d'Avorio 4
ET - Etiopia 4
IS - Islanda 4
PA - Panama 4
A2 - ???statistics.table.value.countryCode.A2??? 3
AZ - Azerbaigian 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
MA - Marocco 3
PH - Filippine 3
SI - Slovenia 3
SK - Slovacchia (Repubblica Slovacca) 3
GE - Georgia 2
KZ - Kazakistan 2
MD - Moldavia 2
MO - Macao, regione amministrativa speciale della Cina 2
MU - Mauritius 2
SN - Senegal 2
VE - Venezuela 2
AG - Antigua e Barbuda 1
AL - Albania 1
BB - Barbados 1
EC - Ecuador 1
EG - Egitto 1
KG - Kirghizistan 1
LA - Repubblica Popolare Democratica del Laos 1
LK - Sri Lanka 1
LY - Libia 1
MK - Macedonia 1
MN - Mongolia 1
NG - Nigeria 1
RS - Serbia 1
SC - Seychelles 1
SM - San Marino 1
TH - Thailandia 1
TN - Tunisia 1
Totale 33.041
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Città #
Warsaw 4.499
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Jacksonville 999
Houston 914
Ashburn 889
Seattle 789
Ann Arbor 773
Wilmington 649
Cambridge 604
Mestre 594
Dublin 556
Dearborn 441
Jinan 380
Nanjing 336
Boardman 334
Shenyang 317
Toronto 265
Venezia 262
New York 261
Singapore 224
Hong Kong 209
Tianjin 194
Beijing 185
Venice 180
Hangzhou 179
Guangzhou 178
Hebei 176
Boston 160
Izmir 154
Des Moines 150
Zhengzhou 143
Mülheim 141
Andover 136
Princeton 136
Changsha 133
Ningbo 126
Nanchang 124
Taizhou 118
San Mateo 115
Ottawa 109
Milan 104
Redwood City 101
Rome 96
San Diego 89
Haikou 85
Taiyuan 80
Jiaxing 71
Fuzhou 70
Helsinki 65
Jakarta 61
Los Angeles 56
Padova 50
Shanghai 48
Saint Petersburg 47
Verona 44
Dong Ket 38
Hefei 38
San Paolo di Civitate 38
Altamura 37
Columbia 34
Dallas 34
London 33
Brussels 32
Bremen 31
Washington 30
Pune 29
Kunming 28
Santiago 28
Treviso 28
Norwalk 26
Renton 26
Amsterdam 25
Phoenix 23
Paris 21
Vienna 21
Pianiga 20
Berlin 19
Santa Clara 19
Valdobbiadene 19
Bologna 18
Feletto Umberto 18
Taipei 18
San Donà Di Piave 17
Bolzano 15
Canterbury 15
Chengdu 15
Frankfurt am Main 15
Latiano 15
Santa Cruz 15
Santo Domingo Este 15
Seoul 15
Leawood 14
Montreal 14
Tehran 14
Trieste 14
Battaglia Terme 13
Central 13
Dolo 13
Totale 25.889
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.314
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 846
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 599
An entropy-based early warning indicator for systemic risk 598
Bayesian Calibration of Generalized Pools of Predictive Distributions 501
Entropy and systemic risk measures 473
Modeling Systemic Risk with Markov Switching Graphical SUR Models 445
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 439
Sparse BGVAR models for Systemic Risk Analysis 423
Bayesian Markov switching tensor regression for time-varying networks 419
Markov switching GARCH models for Bayesian hedging on energy futures markets 417
Bayesian Graphical Models for STructural Vector Autoregressive Processes 416
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 410
Bayesian dynamic tensor regression 405
Bayesian inference in dynamic models with latent factors 391
A Bayesian Stochastic Correlation Model for Exchange Rates 390
Sequential clustering based on Dirichlet Process Priors 389
Bayesian nonparametric sparse VAR models 380
Computational Complexity and Parallelization in Bayesian Econometric Analysis 378
Combination Schemes for Turning Point Predictions 377
Adaptive independent sticky MCMC algorithms 371
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 367
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 366
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 357
Combining predictive densities using Bayesian filtering with applications to US economics data 350
Bayesian Inference for Mixture of Stable Distributions 349
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 347
Extreme Returns in a Shortfall Risk Framework 342
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 340
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 336
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 332
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 327
Matrix-state particle filters for Wishart stochastic volatility processes 326
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 318
Sparse Graphical Vector Autoregression: A Bayesian Approach 306
Opinion Dynamics and Disagreements on Financial Networks 305
Efficient Gibbs sampling for Markov switching GARCH models 293
Disagreement in Signed Financial Networks 290
Business Cycle and Stock Market Volatility: A Particle Filter Approach 289
Interacting Multiple-Try Algorithms 289
Combining predictive densities using Bayesian filtering with applications to US economics data 286
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 282
Financial press and stock markets in times of crisis 278
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 277
Sparse Graphical Vector Autoregression: A Bayesian Approach 276
Bayesian nonparametric sparse Vector Autoregressive models 275
A Bayesian time varying approach to risk neutral density estimation 268
Bayesian Inference for Mixture of Stable Distributions 265
Bayesian inference in dynamic models with latent factors 264
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 263
Bayesian Tensor Regression Models 261
Combination schemes for turning point prediction 260
Bayesian Graphical Models for Structural Vector Autoregressive Processes 258
COVID-19 spreading in financial networks: A semiparametric matrix regression model 258
Bayesian Tensor Binary Regression 255
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 252
Bayesian Inference on Dynamic Models with Latent Factors 248
Hierarchical Species Sampling Models 242
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 237
Efficient Gibbs Sampling for Markov Switching GARCH Models 231
Combination schemes for turning point prediction 230
Bayesian Tensor Regression Models 226
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 223
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 222
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 222
Sparse graphs using exchangeable random measures 220
Adaptive Sticky Generalized Metropolis 215
Bayesian Panel Markov-Switching model with interacting Markov chains 213
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 212
Investment Styles in the European Equity Market 210
Bayesian Markov Switching Stochastic Correlation Models 209
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 209
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 207
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 206
Italian Equity Funds: Efficiency and Performance Persistence 200
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 198
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 196
Structural changes in large economic datasets: A nonparametric homogeneity test 196
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 194
Contagion Dynamics on Financial Networks 194
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 188
Markov Switching Panel with Endogenous Synchronization Effects 183
Italian Equity Funds: Efficiency and Performance Persistence 181
Online data processing: Comparison of Bayesian regularized particle filters 177
Italian Equity Funds: Efficiency and Performance Persistence 174
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 173
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 172
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 172
Decision trees and random forests 172
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 170
Online data processing: Comparison of Bayesian regularized particle filters 169
Italian Equity Funds: Efficiency and Performance Persistence 164
A scoring rule for factor and autoregressive models under misspecification 163
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 162
Bayesian Nonparametric Sparse Vector Autoregressive Models 157
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints 156
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 156
Bayesian Model Selection for Beta Autoregressive Processes 155
Extreme returns in a shortfall risk framework 154
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 154
Totale 29.400
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Categoria #
all - tutte 84.486
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 84.486
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20205.538 0 0 519 1.256 505 619 443 846 403 430 321 196
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
2024/2025406 71 148 187 0 0 0 0 0 0 0 0 0
Totale 33.716