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
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 0 0 0 11 0 1 2 20
A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities 0 0 1 38 0 2 7 77
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices 0 0 0 43 0 2 9 79
Adaptive Sticky Generalized Metropolis 0 1 1 18 1 3 8 94
An entropy-based early warning indicator for systemic risk 0 0 2 70 0 1 9 139
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 40 0 0 2 125
Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis 0 0 1 116 1 1 2 213
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 1 6 132 3 5 32 329
Bayesian Inference on Dynamic Models with Latent Factors 0 0 1 120 1 1 3 309
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 102 0 0 5 216
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 30 1 1 9 105
Bayesian nonparametric calibration and combination of predictive distributions 0 1 2 31 5 7 12 79
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 0 1 3 49 1 3 11 135
Beta-product Poisson-Dirichlet Processes 0 0 0 0 1 1 2 11
Business Cycle and Stock Market Volatility: A Particle Filter Approach 0 0 1 248 0 1 9 740
Combination Schemes for Turning Point Predictions 0 0 1 67 3 5 12 127
Combination schemes for turning point predictions 0 0 0 19 0 0 3 111
Combination schemes for turning point predictions 0 0 0 57 0 0 2 98
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 40 0 0 5 75
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 15 1 1 2 58
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 4 146
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 1 66 0 0 3 97
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 2 3 54 3 7 12 97
Dynamic predictive density combinations for large data sets in economics and finance 0 0 2 27 2 3 12 75
Efficient Gibbs Sampling for Markov Switching GARCH Models 0 0 2 98 2 3 9 301
Financial press and stock markets in times of crisis 0 0 0 65 0 0 0 158
Growth-cycle phases in China�s provinces: A panel Markov-switching approach 1 2 7 79 1 3 22 145
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods 0 0 1 114 0 0 3 258
Interacting multiple -- Try algorithms with different proposal distributions 0 0 0 25 0 0 2 79
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 22 4 6 11 89
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 1 1 2 43 2 2 7 149
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 64 1 1 8 166
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 50 1 6 15 147
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 1 1 3 86 1 4 11 90
Italian Equity Funds: Efficiency and Performance Persistence 0 1 1 51 0 2 11 194
Italian Equity Funds: Efficiency and Performance Persistence 0 0 1 125 1 2 5 308
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 0 0 0 84 2 2 15 183
Markov Switching Panel with Network Interaction Effects 1 3 11 31 2 5 27 49
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 0 0 4 76
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 1 115 2 4 11 276
Online data processing: comparison of Bayesian regularized particle filters 0 0 0 53 4 7 7 196
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 116 5 8 21 441
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 3 5 11 161
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 1 1 2 32 3 4 14 95
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 36 2 9 17 112
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 1 159 1 3 5 325
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 16 1 1 9 130
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 2 3 8 101
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 11 0 1 8 122
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 1 1 71 0 3 12 229
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 2 72 0 3 16 141
Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints 0 0 0 38 1 1 2 147
Stochastic Processes in Credit Risk Modelling 1 1 5 219 5 6 24 498
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 73 2 3 6 111
Total Working Papers 6 18 68 3,523 71 142 498 9,032


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 0 1 3 6 0 1 4 26
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis 0 0 3 73 2 2 7 177
Beta-product dependent Pitman–Yor processes for Bayesian inference 0 0 0 9 1 1 7 51
Combination schemes for turning point predictions 0 0 0 21 0 0 3 82
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area 0 0 0 39 1 1 2 135
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 0 0 1 4 220
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 10 0 0 5 57
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 4 0 0 7 48
Time-varying combinations of predictive densities using nonlinear filtering 0 2 3 36 1 4 12 154
Total Journal Articles 0 3 9 198 5 10 51 950


Statistics updated 2019-09-09