CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 17.177
EU - Europa 11.216
AS - Asia 5.253
SA - Sud America 204
AF - Africa 54
OC - Oceania 33
Continente sconosciuto - Info sul continente non disponibili 16
Totale 33.953
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Nazione #
US - Stati Uniti d'America 16.629
PL - Polonia 4.515
CN - Cina 3.444
IT - Italia 2.821
SG - Singapore 794
DE - Germania 633
IE - Irlanda 573
UA - Ucraina 566
CA - Canada 471
GB - Regno Unito 444
FI - Finlandia 408
SE - Svezia 355
FR - Francia 339
HK - Hong Kong 276
TR - Turchia 172
RU - Federazione Russa 168
ID - Indonesia 122
BR - Brasile 117
NL - Olanda 90
IN - India 85
JP - Giappone 66
CH - Svizzera 62
KR - Corea 61
CL - Cile 58
VN - Vietnam 56
IR - Iran 49
AT - Austria 45
MX - Messico 44
BE - Belgio 41
GR - Grecia 30
AU - Australia 25
ES - Italia 24
TW - Taiwan 24
RO - Romania 22
DO - Repubblica Dominicana 18
CZ - Repubblica Ceca 16
DK - Danimarca 16
UZ - Uzbekistan 15
CO - Colombia 14
EU - Europa 13
BD - Bangladesh 12
MY - Malesia 12
PH - Filippine 10
CR - Costa Rica 9
DZ - Algeria 9
SA - Arabia Saudita 9
NZ - Nuova Zelanda 8
PK - Pakistan 8
AE - Emirati Arabi Uniti 7
IL - Israele 7
LB - Libano 7
LV - Lettonia 7
NO - Norvegia 7
PT - Portogallo 7
ZA - Sudafrica 7
AR - Argentina 6
BJ - Benin 6
KE - Kenya 6
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
GE - Georgia 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
MA - Marocco 3
SI - Slovenia 3
SK - Slovacchia (Repubblica Slovacca) 3
TN - Tunisia 3
VE - Venezuela 3
KZ - Kazakistan 2
MD - Moldavia 2
MO - Macao, regione amministrativa speciale della Cina 2
MU - Mauritius 2
SC - Seychelles 2
SN - Senegal 2
AG - Antigua e Barbuda 1
AL - Albania 1
BB - Barbados 1
EC - Ecuador 1
EG - Egitto 1
IQ - Iraq 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
NP - Nepal 1
RS - Serbia 1
SM - San Marino 1
TH - Thailandia 1
Totale 33.953
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Città #
Warsaw 4.499
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Jacksonville 999
Houston 914
Ashburn 901
Seattle 789
Ann Arbor 773
Wilmington 649
Cambridge 604
Mestre 594
Singapore 563
Dublin 558
Dearborn 441
Jinan 381
Boardman 336
Nanjing 336
Shenyang 319
Toronto 266
Venezia 262
New York 261
Venice 239
Hong Kong 237
Tianjin 194
Beijing 186
Guangzhou 179
Hangzhou 179
Hebei 176
Boston 160
Izmir 154
Des Moines 150
Zhengzhou 145
Mülheim 141
Andover 136
Princeton 136
Changsha 133
Ningbo 126
Nanchang 124
Jakarta 118
Taizhou 118
Milan 117
San Mateo 115
Ottawa 109
Rome 103
Redwood City 101
San Diego 89
Haikou 85
Taiyuan 80
Helsinki 71
Jiaxing 71
Fuzhou 70
Los Angeles 58
Padova 51
Shanghai 49
Saint Petersburg 47
Verona 44
Dong Ket 38
Hefei 38
San Paolo di Civitate 38
Altamura 37
Dallas 36
Amsterdam 35
London 35
Brussels 34
Columbia 34
Treviso 34
Paris 32
Bremen 31
Washington 30
Pune 29
Santiago 29
Kunming 28
Norwalk 26
Renton 26
Phoenix 23
Vienna 22
Pianiga 20
Santa Clara 20
Berlin 19
Frankfurt am Main 19
Valdobbiadene 19
Bologna 18
Feletto Umberto 18
São Paulo 18
Taipei 18
San Donà Di Piave 17
Bolzano 15
Canterbury 15
Chengdu 15
Florence 15
Latiano 15
Santa Cruz 15
Santo Domingo Este 15
Seoul 15
Leawood 14
Montreal 14
Tehran 14
Trieste 14
Zurich 14
Totale 26.474
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.355
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 864
An entropy-based early warning indicator for systemic risk 608
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 606
Bayesian Calibration of Generalized Pools of Predictive Distributions 504
Entropy and systemic risk measures 478
Modeling Systemic Risk with Markov Switching Graphical SUR Models 455
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 446
Sparse BGVAR models for Systemic Risk Analysis 429
Bayesian Markov switching tensor regression for time-varying networks 427
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 426
Markov switching GARCH models for Bayesian hedging on energy futures markets 424
Bayesian Graphical Models for STructural Vector Autoregressive Processes 422
Bayesian dynamic tensor regression 420
Bayesian inference in dynamic models with latent factors 401
A Bayesian Stochastic Correlation Model for Exchange Rates 397
Sequential clustering based on Dirichlet Process Priors 393
Bayesian nonparametric sparse VAR models 386
Combination Schemes for Turning Point Predictions 383
Adaptive independent sticky MCMC algorithms 383
Computational Complexity and Parallelization in Bayesian Econometric Analysis 382
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 371
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 369
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 361
Combining predictive densities using Bayesian filtering with applications to US economics data 354
Bayesian Inference for Mixture of Stable Distributions 351
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 349
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 346
Extreme Returns in a Shortfall Risk Framework 345
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 340
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 337
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 336
Efficient Gibbs sampling for Markov switching GARCH models 331
Matrix-state particle filters for Wishart stochastic volatility processes 329
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 321
Opinion Dynamics and Disagreements on Financial Networks 313
Sparse Graphical Vector Autoregression: A Bayesian Approach 311
Disagreement in Signed Financial Networks 294
Interacting Multiple-Try Algorithms 292
Business Cycle and Stock Market Volatility: A Particle Filter Approach 291
Combining predictive densities using Bayesian filtering with applications to US economics data 289
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 285
Financial press and stock markets in times of crisis 281
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 279
Sparse Graphical Vector Autoregression: A Bayesian Approach 279
Bayesian nonparametric sparse Vector Autoregressive models 279
A Bayesian time varying approach to risk neutral density estimation 277
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 271
Bayesian Tensor Regression Models 269
Bayesian inference in dynamic models with latent factors 268
Bayesian Inference for Mixture of Stable Distributions 268
COVID-19 spreading in financial networks: A semiparametric matrix regression model 266
Bayesian Graphical Models for Structural Vector Autoregressive Processes 264
Combination schemes for turning point prediction 263
Bayesian Tensor Binary Regression 257
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 256
Bayesian Inference on Dynamic Models with Latent Factors 252
Hierarchical Species Sampling Models 249
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 242
Efficient Gibbs Sampling for Markov Switching GARCH Models 235
Combination schemes for turning point prediction 233
Bayesian Tensor Regression Models 231
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 229
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 228
Sparse graphs using exchangeable random measures 227
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 225
Adaptive Sticky Generalized Metropolis 220
Bayesian Markov Switching Stochastic Correlation Models 220
Bayesian Panel Markov-Switching model with interacting Markov chains 219
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 216
Investment Styles in the European Equity Market 212
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 210
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 210
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 209
Markov Switching Panel with Endogenous Synchronization Effects 204
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 203
Italian Equity Funds: Efficiency and Performance Persistence 202
Structural changes in large economic datasets: A nonparametric homogeneity test 199
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 198
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 198
Contagion Dynamics on Financial Networks 196
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 192
Italian Equity Funds: Efficiency and Performance Persistence 183
Decision trees and random forests 181
Online data processing: Comparison of Bayesian regularized particle filters 180
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 180
Italian Equity Funds: Efficiency and Performance Persistence 178
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 176
A scoring rule for factor and autoregressive models under misspecification 175
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 174
Online data processing: Comparison of Bayesian regularized particle filters 173
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 173
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 171
Italian Equity Funds: Efficiency and Performance Persistence 165
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 163
Bayesian Nonparametric Sparse Vector Autoregressive Models 163
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 159
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints 158
Bayesian Model Selection for Beta Autoregressive Processes 158
Extreme returns in a shortfall risk framework 157
Totale 30.007
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Categoria #
all - tutte 91.973
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 91.973
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20202.639 0 0 0 0 0 0 443 846 403 430 321 196
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
2024/20251.395 71 148 273 354 269 259 21 0 0 0 0 0
Totale 34.705