CASARIN, Roberto
 Distribuzione geografica
Continente #
NA - Nord America 16.832
EU - Europa 10.761
AS - Asia 4.235
SA - Sud America 130
AF - Africa 39
OC - Oceania 29
Continente sconosciuto - Info sul continente non disponibili 16
Totale 32.042
Nazione #
US - Stati Uniti d'America 16.292
PL - Polonia 4.514
CN - Cina 3.313
IT - Italia 2.497
DE - Germania 573
IE - Irlanda 571
UA - Ucraina 555
CA - Canada 468
GB - Regno Unito 448
FI - Finlandia 375
SE - Svezia 353
FR - Francia 310
HK - Hong Kong 242
TR - Turchia 172
RU - Federazione Russa 165
SG - Singapore 107
BE - Belgio 92
BR - Brasile 79
IN - India 75
NL - Olanda 68
KR - Corea 61
VN - Vietnam 55
JP - Giappone 54
CH - Svizzera 51
IR - Iran 49
AT - Austria 40
MX - Messico 39
CL - Cile 30
GR - Grecia 27
TW - Taiwan 24
ES - Italia 22
RO - Romania 22
AU - Australia 21
CZ - Repubblica Ceca 19
DO - Repubblica Dominicana 18
DK - Danimarca 16
UZ - Uzbekistan 14
EU - Europa 13
CO - Colombia 11
CR - Costa Rica 9
DZ - Algeria 9
SA - Arabia Saudita 9
NZ - Nuova Zelanda 8
PK - Pakistan 8
AE - Emirati Arabi Uniti 7
BD - Bangladesh 7
IL - Israele 7
LB - Libano 7
NO - Norvegia 7
PT - Portogallo 7
KE - Kenya 6
BG - Bulgaria 5
MY - Malesia 5
ID - Indonesia 4
IS - Islanda 4
PA - Panama 4
PE - Perù 4
ZA - Sudafrica 4
A2 - ???statistics.table.value.countryCode.A2??? 3
AR - Argentina 3
AZ - Azerbaigian 3
BJ - Benin 3
ET - Etiopia 3
HU - Ungheria 3
LV - Lettonia 3
MA - Marocco 3
PH - Filippine 3
SI - Slovenia 3
SK - Slovacchia (Repubblica Slovacca) 3
GE - Georgia 2
HR - Croazia 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
CI - Costa d'Avorio 1
EC - Ecuador 1
EG - Egitto 1
GH - Ghana 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LA - Repubblica Popolare Democratica del Laos 1
LK - Sri Lanka 1
LY - Libia 1
MK - Macedonia 1
NG - Nigeria 1
RS - Serbia 1
SC - Seychelles 1
SM - San Marino 1
TH - Thailandia 1
TN - Tunisia 1
Totale 32.042
Città #
Warsaw 4.498
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Jacksonville 999
Houston 914
Ashburn 881
Seattle 789
Ann Arbor 773
Wilmington 649
Cambridge 603
Mestre 594
Dublin 556
Dearborn 441
Jinan 378
Nanjing 336
Shenyang 317
Toronto 265
Venezia 262
New York 258
Hong Kong 209
Tianjin 194
Hangzhou 179
Beijing 178
Hebei 176
Guangzhou 161
Boston 160
Boardman 157
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
Venice 107
Redwood City 101
San Diego 89
Brussels 85
Haikou 85
Milan 85
Rome 85
Taiyuan 80
Jiaxing 71
Fuzhou 70
Saint Petersburg 47
Padova 46
Helsinki 44
Shanghai 44
Verona 44
Dong Ket 38
Hefei 38
London 38
San Paolo di Civitate 38
Altamura 37
Columbia 34
Bremen 31
Dallas 29
Pune 29
Washington 29
Kunming 27
Los Angeles 27
Norwalk 26
Renton 26
Phoenix 23
Paris 21
Pianiga 20
Treviso 19
Valdobbiadene 19
Feletto Umberto 18
Taipei 18
Amsterdam 17
San Donà Di Piave 17
Vienna 17
Atlanta 16
Bologna 16
Bolzano 15
Canterbury 15
Chengdu 15
Latiano 15
Santa Cruz 15
Santo Domingo Este 15
Seoul 15
Leawood 14
Tehran 14
Trieste 14
Battaglia Terme 13
Central 13
Montreal 13
Philadelphia 13
Santiago 13
Clearwater 12
Hyderabad 12
Montréal 12
Rio De Janeiro 12
Totale 25.250
Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.242
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 824
An entropy-based early warning indicator for systemic risk 594
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 592
Bayesian Calibration of Generalized Pools of Predictive Distributions 495
Entropy and systemic risk measures 466
Modeling Systemic Risk with Markov Switching Graphical SUR Models 438
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 435
Sparse BGVAR models for Systemic Risk Analysis 417
Bayesian Graphical Models for STructural Vector Autoregressive Processes 411
Markov switching GARCH models for Bayesian hedging on energy futures markets 411
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 404
Bayesian dynamic tensor regression 402
Bayesian Markov switching tensor regression for time-varying networks 402
A Bayesian Stochastic Correlation Model for Exchange Rates 385
Sequential clustering based on Dirichlet Process Priors 384
Bayesian inference in dynamic models with latent factors 379
Computational Complexity and Parallelization in Bayesian Econometric Analysis 375
Bayesian nonparametric sparse VAR models 375
Combination Schemes for Turning Point Predictions 371
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 363
Adaptive independent sticky MCMC algorithms 361
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 358
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 353
Combining predictive densities using Bayesian filtering with applications to US economics data 345
Bayesian Inference for Mixture of Stable Distributions 344
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 343
Extreme Returns in a Shortfall Risk Framework 339
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 330
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 328
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 328
Matrix-state particle filters for Wishart stochastic volatility processes 321
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 319
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 314
Sparse Graphical Vector Autoregression: A Bayesian Approach 302
Opinion Dynamics and Disagreements on Financial Networks 296
Efficient Gibbs sampling for Markov switching GARCH models 289
Interacting Multiple-Try Algorithms 286
Business Cycle and Stock Market Volatility: A Particle Filter Approach 285
Disagreement in Signed Financial Networks 285
Combining predictive densities using Bayesian filtering with applications to US economics data 281
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 278
Bayesian nonparametric sparse Vector Autoregressive models 276
Financial press and stock markets in times of crisis 274
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 273
Sparse Graphical Vector Autoregression: A Bayesian Approach 269
A Bayesian time varying approach to risk neutral density estimation 263
Bayesian Inference for Mixture of Stable Distributions 261
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 260
Bayesian inference in dynamic models with latent factors 259
Combination schemes for turning point prediction 254
Bayesian Tensor Regression Models 254
Bayesian Tensor Binary Regression 252
Bayesian Graphical Models for Structural Vector Autoregressive Processes 251
COVID-19 spreading in financial networks: A semiparametric matrix regression model 250
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 247
Bayesian Inference on Dynamic Models with Latent Factors 242
Hierarchical Species Sampling Models 240
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 233
Efficient Gibbs Sampling for Markov Switching GARCH Models 227
Bayesian Tensor Regression Models 226
Combination schemes for turning point prediction 225
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 223
Sparse graphs using exchangeable random measures 219
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 218
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 217
Adaptive Sticky Generalized Metropolis 211
Investment Styles in the European Equity Market 206
Bayesian Panel Markov-Switching model with interacting Markov chains 206
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 205
Bayesian Markov Switching Stochastic Correlation Models 204
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 204
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 202
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 201
Italian Equity Funds: Efficiency and Performance Persistence 197
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 194
Structural changes in large economic datasets: A nonparametric homogeneity test 190
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 189
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 187
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 184
Contagion Dynamics on Financial Networks 180
Italian Equity Funds: Efficiency and Performance Persistence 178
Online data processing: Comparison of Bayesian regularized particle filters 173
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 172
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 170
Italian Equity Funds: Efficiency and Performance Persistence 170
Markov Switching Panel with Endogenous Synchronization Effects 170
Online data processing: Comparison of Bayesian regularized particle filters 167
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 167
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 166
Decision trees and random forests 163
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 160
Italian Equity Funds: Efficiency and Performance Persistence 155
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 155
Bayesian Model Selection for Beta Autoregressive Processes 154
Bayesian Nonparametric Sparse Vector Autoregressive Models 154
A scoring rule for factor and autoregressive models under misspecification 154
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints 152
Extreme returns in a shortfall risk framework 151
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 149
Totale 28.803
Categoria #
all - tutte 74.424
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 74.424


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20191.737 0 0 0 0 0 0 0 0 216 265 487 769
2019/20206.667 604 525 519 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
2022/20234.165 281 287 198 448 461 1.004 197 325 458 68 324 114
2023/20241.670 139 157 126 101 241 397 114 211 184 0 0 0
Totale 32.707