CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 17.654
EU - Europa 11.611
AS - Asia 6.069
SA - Sud America 643
AF - Africa 71
OC - Oceania 34
Continente sconosciuto - Info sul continente non disponibili 16
Totale 36.098
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Nazione #
US - Stati Uniti d'America 17.087
PL - Polonia 4.521
CN - Cina 3.510
IT - Italia 2.961
SG - Singapore 1.175
DE - Germania 670
UA - Ucraina 579
IE - Irlanda 574
HK - Hong Kong 555
BR - Brasile 486
CA - Canada 480
GB - Regno Unito 461
FI - Finlandia 424
SE - Svezia 358
FR - Francia 348
RU - Federazione Russa 267
TR - Turchia 186
ID - Indonesia 123
NL - Olanda 101
IN - India 97
CL - Cile 85
JP - Giappone 73
AT - Austria 63
VN - Vietnam 63
CH - Svizzera 62
KR - Corea 62
MX - Messico 52
IR - Iran 49
BE - Belgio 41
GR - Grecia 33
ES - Italia 30
UZ - Uzbekistan 27
AU - Australia 26
TW - Taiwan 24
CO - Colombia 23
CZ - Repubblica Ceca 23
RO - Romania 22
AR - Argentina 19
BD - Bangladesh 19
DO - Repubblica Dominicana 19
DK - Danimarca 16
EU - Europa 13
MY - Malesia 12
PK - Pakistan 12
EC - Ecuador 11
PH - Filippine 11
SA - Arabia Saudita 11
ZA - Sudafrica 11
CR - Costa Rica 9
DZ - Algeria 9
MA - Marocco 9
PE - Perù 9
AE - Emirati Arabi Uniti 8
BG - Bulgaria 8
IL - Israele 8
KE - Kenya 8
LB - Libano 8
NZ - Nuova Zelanda 8
LV - Lettonia 7
NO - Norvegia 7
PT - Portogallo 7
BJ - Benin 6
CI - Costa d'Avorio 5
GE - Georgia 5
KZ - Kazakistan 5
PA - Panama 5
SK - Slovacchia (Repubblica Slovacca) 5
AZ - Azerbaigian 4
ET - Etiopia 4
IQ - Iraq 4
IS - Islanda 4
PY - Paraguay 4
VE - Venezuela 4
A2 - ???statistics.table.value.countryCode.A2??? 3
EG - Egitto 3
GH - Ghana 3
HR - Croazia 3
HU - Ungheria 3
JO - Giordania 3
KG - Kirghizistan 3
MD - Moldavia 3
SI - Slovenia 3
SN - Senegal 3
TN - Tunisia 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
UY - Uruguay 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
MK - Macedonia 1
Totale 36.092
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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 594
Dublin 559
Hong Kong 515
Dearborn 441
Jinan 381
Boardman 378
Nanjing 336
Shenyang 319
Venice 296
New York 268
Toronto 267
Venezia 262
Beijing 212
Tianjin 194
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 64
Hefei 57
Padova 54
Verona 50
Shanghai 49
Dallas 48
Saint Petersburg 47
São Paulo 46
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
Munich 33
Bremen 31
Pune 29
Kunming 28
Vienna 28
Norwalk 26
Renton 26
Santa Clara 26
Phoenix 25
Pianiga 22
Rio de Janeiro 22
Nuremberg 21
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
Chengdu 15
Totale 27.447
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.422
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 882
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 517
Entropy and systemic risk measures 489
Modeling Systemic Risk with Markov Switching Graphical SUR Models 464
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 455
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 441
Sparse BGVAR models for Systemic Risk Analysis 440
Bayesian Markov switching tensor regression for time-varying networks 439
Bayesian dynamic tensor regression 436
Markov switching GARCH models for Bayesian hedging on energy futures markets 436
Bayesian Graphical Models for STructural Vector Autoregressive Processes 434
Bayesian inference in dynamic models with latent factors 415
A Bayesian Stochastic Correlation Model for Exchange Rates 412
Adaptive independent sticky MCMC algorithms 406
Sequential clustering based on Dirichlet Process Priors 402
Bayesian nonparametric sparse VAR models 397
Combination Schemes for Turning Point Predictions 395
Computational Complexity and Parallelization in Bayesian Econometric Analysis 390
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 381
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 369
Bayesian Inference for Mixture of Stable Distributions 365
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 362
Combining predictive densities using Bayesian filtering with applications to US economics data 361
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 360
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 355
Extreme Returns in a Shortfall Risk Framework 351
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 346
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 346
Efficient Gibbs sampling for Markov switching GARCH models 340
Matrix-state particle filters for Wishart stochastic volatility processes 339
Opinion Dynamics and Disagreements on Financial Networks 333
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 332
Sparse Graphical Vector Autoregression: A Bayesian Approach 322
Disagreement in Signed Financial Networks 305
Combining predictive densities using Bayesian filtering with applications to US economics data 299
Sparse Graphical Vector Autoregression: A Bayesian Approach 299
Business Cycle and Stock Market Volatility: A Particle Filter Approach 298
Interacting Multiple-Try Algorithms 298
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 290
Bayesian nonparametric sparse Vector Autoregressive models 290
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 289
A Bayesian time varying approach to risk neutral density estimation 289
Financial press and stock markets in times of crisis 288
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 281
Combination schemes for turning point prediction 277
Bayesian Graphical Models for Structural Vector Autoregressive Processes 277
COVID-19 spreading in financial networks: A semiparametric matrix regression model 277
Bayesian Inference for Mixture of Stable Distributions 275
Bayesian Tensor Binary Regression 273
Bayesian Inference on Dynamic Models with Latent Factors 269
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 266
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 258
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 256
Hierarchical Species Sampling Models 256
Efficient Gibbs Sampling for Markov Switching GARCH Models 250
Bayesian Tensor Regression Models 248
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 247
Combination schemes for turning point prediction 243
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 239
Sparse graphs using exchangeable random measures 237
Bayesian Panel Markov-Switching model with interacting Markov chains 235
Adaptive Sticky Generalized Metropolis 234
Markov Switching Panel with Endogenous Synchronization Effects 229
Bayesian Markov Switching Stochastic Correlation Models 228
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 226
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
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 214
Decision trees and random forests 214
Italian Equity Funds: Efficiency and Performance Persistence 211
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 208
Contagion Dynamics on Financial Networks 208
Structural changes in large economic datasets: A nonparametric homogeneity test 207
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 205
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 204
A scoring rule for factor and autoregressive models under misspecification 197
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 192
Italian Equity Funds: Efficiency and Performance Persistence 189
Online data processing: Comparison of Bayesian regularized particle filters 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
Italian Equity Funds: Efficiency and Performance Persistence 185
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns 183
COVID-19 spreading in financial networks: A semiparametric matrix regression model 183
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 181
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 174
Bayesian Nonparametric Sparse Vector Autoregressive Models 174
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 171
A stochastic volatility framework with analytical filtering 171
Totale 31.298
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Categoria #
all - tutte 102.628
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 102.628
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020196 0 0 0 0 0 0 0 0 0 0 0 196
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
2024/20253.556 71 148 273 354 269 259 345 387 410 365 388 287
Totale 36.866