Access Statistics for Roberto Casarin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference on Dynamic Models with Latent Factors 3 7 24 66 6 16 52 115
Business Cycle and Stock Market Volatility: A Particle Filter Approach 3 7 46 158 15 41 147 435
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 3 10 23 64 6 19 62 81
Italian Equity Funds: Efficiency and Performance Persistence 1 3 20 32 4 8 51 66
Italian Equity Funds: Efficiency and Performance Persistence 1 4 23 74 2 5 56 118
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 10 51 72 5 24 93 97
Online data processing: comparison of Bayesian regularized particle filters 0 0 12 33 3 7 47 91
Particle Filters for Markov-Switching Stochastic-Correlation Models 1 9 59 83 1 10 86 106
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 1 5 13 25 2 12 36 64
Stochastic Processes in Credit Risk Modelling 3 11 29 173 7 20 65 343
Total Working Papers 16 66 300 780 51 162 695 1,516


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 0 4 11 44 87
Total Journal Articles 0 0 0 0 4 11 44 87


Statistics updated 2009-11-04