Roberto CASARIN

Qualifica
Professore Ordinario
Incarichi
Componente della Giunta del Dipartimento di Economia
Delegato di Dipartimento all'Erasmus
Vicedirettore dell'International Master in Economics, Finance and Data Science
Telefono
041 234 9149
E-mail
r.casarin@unive.it
eccellenzedelnordest@unive.it - CASARIN Roberto
centro.vera@unive.it - Centro di Eccellenza VERA
SSD
Econometria [ECON-05/A]
Sito web
www.unive.it/persone/r.casarin (scheda personale)
 https://sites.google.com/view/robertocasarin
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe
Struttura
Centro Europeo Interuniversitario di Ricerca - European Center for Living Technology
Sito web struttura: https://www.unive.it/eclt
Sede: Ca' Bottacin
Research Institute
Research Institute for Complexity

Pubblicazioni

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
2024 Articolo su rivista Casarin, Roberto; Peruzzi, Antonio A Dynamic Latent-Space Model for Asset Clustering in STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 28, pp. 379-402 (ISSN 1081-1826)
DOI - Scheda ARCA: 10278/5044341
2024 Articolo su rivista Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 135-146 (ISSN 0735-0015)
DOI - Scheda ARCA: 10278/5021362
2024 Articolo su rivista Billio M.; Casarin R.; Costola M.; Iacopini M. COVID-19 spreading in financial networks: A semiparametric matrix regression model in ECONOMETRICS AND STATISTICS, vol. 29, pp. 113-131 (ISSN 2452-3062)
DOI - URL correlato - Scheda ARCA: 10278/3752110
2024 Articolo su rivista Billio, Monica; Casarin, Roberto; Costola, Michele; Veggente, Veronica Learning from experts: Energy efficiency in residential buildings in ENERGY ECONOMICS, vol. 136, pp. 1-15 (ISSN 0140-9883)
DOI - Scheda ARCA: 10278/5062181
2024 Articolo su rivista Roberto Casarin, Radu Craiu, Christian Robert, Lorenzo Frattarolo Living on the Edge: An Unified Approach to Antithetic Sampling in STATISTICAL SCIENCE, vol. 39, pp. 115-136 (ISSN 0883-4237)
DOI - Scheda ARCA: 10278/5021366
2024 Articolo su rivista Camatti, Nicola; Carallo, Giulia; Casarin, Roberto; Feng, Xiang Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data in REGIONAL STUDIES, REGIONAL SCIENCE, vol. 11, pp. 701-723 (ISSN 2168-1376)
DOI - Scheda ARCA: 10278/5081961
2024 Articolo su rivista Baltodano Lopez O., Bulfone G., Casarin R., Ravazzolo F Modeling Corporate CDS Spreads Using Markov Switching Regressions in STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 28, pp. 271-292 (ISSN 1558-3708)
DOI - Scheda ARCA: 10278/5044363
2024 Articolo su rivista Ahelegbey D.F.; Billio M.; Casarin R. Modeling Turning Points in the Global Equity Market in ECONOMETRICS AND STATISTICS, vol. 30, pp. 60-75 (ISSN 2452-3062)
DOI - URL correlato - Scheda ARCA: 10278/3752111
2024 Articolo su rivista Ahelegbey, Daniel Felix; Casarin, Roberto; Fianu, Emmanuel Senyo; Grossi, Luigi Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market in ANNALS OF OPERATIONS RESEARCH, vol. -, pp. 1-20 (ISSN 0254-5330)
DOI - Scheda ARCA: 10278/5082144
2023 Articolo su rivista Casarin R.; Grassi S.; Ravazzolo F.; van Dijk H.K. A flexible predictive density combination for large financial data sets in regular and crisis periods in JOURNAL OF ECONOMETRICS, vol. 1, pp. 1-27 (ISSN 0304-4076)
DOI - Scheda ARCA: 10278/5023840
2023 Articolo su rivista Billio M, Casarin R, Iacopini M, Kaufmann S. Bayesian Dynamic Tensor Regression in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 429-439 (ISSN 0735-0015)
DOI - URL correlato - Scheda ARCA: 10278/3752109
2023 Articolo su rivista Carallo G.; Casarin R.; Robert C.P. Generalized Poisson difference autoregressive processes in INTERNATIONAL JOURNAL OF FORECASTING, vol. -, pp. 1-32 (ISSN 0169-2070)
DOI - Scheda ARCA: 10278/5046382
2023 Articolo su rivista Galdi, G; Casarin, R; Ferrari, D; Fezzi, C; Ravazzolo, F Nowcasting industrial production using linear and non-linear models of electricity demand in ENERGY ECONOMICS, vol. 126, pp. 1-11 (ISSN 0140-9883)
DOI - Scheda ARCA: 10278/5044342
2023 Articolo su libro Bjørnland, H.C., Casarin, R., Lorusso, M., Ravazzolo, F. Fiscal Policy Regimes in Resource-Rich Economies in Bjørnland, H.C., Casarin, R., Lorusso, M. and Ravazzolo, F., CAMP Working Paper, Centre for Applied Macro - Petroleum economics (CAMP), vol. 13/2023
- Scheda ARCA: 10278/5044345
2023 Articolo su libro Del Negro M., Bassetti F., Casarin R. Inference on Probabilistic Surveys in Macroeconomics with an Application to the Evolution of Uncertainty in the Survey of Professional Forecasters during the COVID Pandemic in Del Negro, M., Bassetti, F., Casarin, R., Handbook of Economic Expectations, Elsevier, vol. 1, pp. 443-476 (ISBN 9780128229279)
DOI - URL correlato - Scheda ARCA: 10278/3761631
2023 Working paper Roberto Casarin, Antonio Peruzzi, Mark FJ Steel Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model
DOI - URL correlato - Scheda ARCA: 10278/5045060
2023 Software Roberto Casarin; Christian Robert; Giulia Carallo Generalized Poisson Difference Autoregressive Processes
DOI - Scheda ARCA: 10278/5044344
2023 Software Antonio Peruzzi; Roberto Casarin SNDE - A Dynamic Latent Space Model for Asset Clustering
DOI - Scheda ARCA: 10278/5044343
2022 Articolo su rivista Casarin R.; Camargo J.E.; Molina G.; ter Horst E. A framework for information synthesis into sentiment indicators using text mining methods in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, vol. 51, pp. 5265-5283 (ISSN 0361-0926)
DOI - Scheda ARCA: 10278/3733839
2022 Articolo su rivista Billio, Monica; Casarin, Roberto; Iacopini, Matteo Bayesian Markov-Switching Tensor Regression for Time-Varying Networks in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, vol. -, pp. 1-29 (ISSN 0162-1459)
DOI - Scheda ARCA: 10278/5000791
2022 Articolo su rivista Corradin, Fausto; Billio, Monica; Casarin, Roberto Forecasting Economic Indicators with Robust Factor Models in NATIONAL ACCOUNTING REVIEW, vol. 4, pp. 167-190 (ISSN 2689-3010)
DOI - Scheda ARCA: 10278/3763469
2022 Articolo su rivista Agudze K. M., Billio M., Casarin R., Ravazzolo F. Markov Switching Panel with Endogenous Synchronization Effects in JOURNAL OF ECONOMETRICS, vol. 230, pp. 281-298 (ISSN 0304-4076)
DOI - URL correlato - Scheda ARCA: 10278/3738158
2022 Articolo su rivista Casarin, R; Maillet, BB; Osuntuyi, A Monte carlo within simulated annealing for integral constrained optimizations in ANNALS OF OPERATIONS RESEARCH, vol. -, pp. 1-11 (ISSN 0254-5330)
DOI - Scheda ARCA: 10278/5021364
2022 Articolo su libro Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini Matrix-variate Smooth Transition Models for Temporal Networks , Innovations in Multivariate Statistical Modeling, Springer, vol. 1, pp. 137-167 (ISBN 978-3-031-13970-3)
DOI - Scheda ARCA: 10278/5010644
2022 Articolo su libro Peruzzi, Antonio; Casarin, Roberto Time-Varying Assets Clustering via Identity-Link Latent-Space Infinite Mixture: An Application on DAX Components , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 371-376 (ISBN 978-3-030-99637-6; 978-3-030-99638-3)
DOI - URL correlato - Scheda ARCA: 10278/3761628
2022 Articolo su libro Billio M.; Casarin R.; Corradin F. Understanding Economic Instability during the Pandemic: A Factor Model Approach , Contributions to Economic Analysis, Emerald Group Holdings Ltd., vol. 296, pp. 1-55 (ISBN 978-1-80071-694-0) (ISSN 0573-8555)
DOI - Scheda ARCA: 10278/3761630
2022 Working paper Federico Bassetti; Giulia Carallo; Roberto Casarin First-order integer-valued autoregressive processes with Generalized Katz innovations
DOI - Scheda ARCA: 10278/5017321
2021 Articolo su rivista Billio M.; Casarin R.; Costola M.; Iacopini M. A Matrix-Variate t Model for Networks in FRONTIERS IN ARTIFICIAL INTELLIGENCE, vol. 4, pp. 674166 (ISSN 2624-8212)
DOI - URL correlato - Scheda ARCA: 10278/3752113
2021 Articolo su rivista Casarin, Roberto; Costantini, Mauro; Paradiso, Antonio On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting in ECONOMIC MODELLING, vol. 105, pp. 1-19 (ISSN 1873-6122)
DOI - URL correlato - Scheda ARCA: 10278/3751556
2021 Articolo su rivista Casarin R.; Correa J.C.; Camargo J.E.; Dakduk S.; ter Horst E.; Molina G. What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign in JOURNAL OF INFORMATION SCIENCE, vol. 47, pp. 297-305 (ISSN 0165-5515)
DOI - URL correlato - Scheda ARCA: 10278/3722906
2021 Articolo su libro Carallo, Giulia; Casarin, Roberto; Robert, Christian P. A Bayesian Generalized Poisson Model for Cyber Risk Analysis in Giulia Carallo, Roberto Casarin, Christian P. Robert, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 123-128 (ISBN 978-3-030-78964-0; 978-3-030-78965-7)
DOI - Scheda ARCA: 10278/3750907
2021 Articolo su libro Casarin R., Baltodano Lopez O. A Dynamic Stochastic Block Model with infinite communities , Book of Short Papers SIS 2021, Pearson, pp. 127-132 (ISBN 9788891927361)
- Scheda ARCA: 10278/3752117
2021 Articolo su libro Billio M., Casarin R., Costola M., Iacopini M. COVID-19 spreading in financial networks: A semiparametric matrix regression model in Billio M., Casarin R., Costola M., Iacopini M., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/05, pp. 1-34
- Scheda ARCA: 10278/3735307
2021 Articolo su libro Casarin R., Facchinetti R., Sorice D., Tonellato S. Decision trees and random forests , The Essentials of Machine Learning in Finance and Accounting, London, Routledge, Taylor & Francis, pp. 1-30 (ISBN 9780367480813)
DOI - Scheda ARCA: 10278/3733844
2021 Articolo su libro Casarin R., Ravazzolo F. Density calibration with consistent scoring functions , Book of Short Papers SIS 2021, Pearson, pp. 293-297 (ISBN 9788891927361)
- Scheda ARCA: 10278/3752118
2021 Articolo su libro Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A. The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach in Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/03, pp. 1-64
- Scheda ARCA: 10278/3735303
2020 Articolo su rivista Bormetti G.; Casarin R.; Corsi F.; Livieri G. A Stochastic Volatility Model With Realized Measures for Option Pricing in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 38, pp. 856-871 (ISSN 0735-0015)
DOI - URL correlato - Scheda ARCA: 10278/3722910
2020 Articolo su rivista Casarin R.; Corradin F.; Ravazzolo F.; Sartore D. A scoring rule for factor and autoregressive models under misspecification in ADVANCES IN DECISION SCIENCES, vol. 24, pp. 1-38 (ISSN 2090-3367)
DOI - Scheda ARCA: 10278/3733837
2020 Articolo su rivista Bassetti, Federico; Casarin, Roberto; Rossini, Luca Hierarchical Species Sampling Models in BAYESIAN ANALYSIS, vol. 15, pp. 809-838 (ISSN 1936-0975)
DOI - URL correlato - Scheda ARCA: 10278/3722912
2020 Articolo su rivista Casarin, Roberto; Iacopini, Matteo; Molina, German; Horst, Enrique ter; Espinasa, Ramon; Sucre, Carlos; Rigobon, Roberto Multilayer Network Analysis of Oil Linkages in ECONOMETRICS JOURNAL, vol. 23, pp. 269-296 (ISSN 1368-4221)
DOI - Scheda ARCA: 10278/3722909
2020 Articolo su libro Bassetti, F.; Casarin, R.; Ravazzolo, F. Density Forecasting , Macroeconomic Forecastingin the Era of Big Data, Springer International Publishing, vol. 52, pp. 465-494 (ISBN 978-3-030-31149-0; 978-3-030-31150-6) (ISSN 1570-5811)
DOI - URL correlato - Scheda ARCA: 10278/3722914
2020 Articolo su libro Buccellato T., Busin R., Casarin R., Corò G. Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective in Buccellato T., Busin R., Casarin R., Corò G., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari
- Scheda ARCA: 10278/3735308
2020 Articolo su libro Casarin R., Veggente V. Random Projection Methods in Economics and Finance , The Essentials of Machine Learning in Finance and Accounting, Routledge, Taylor & Francis, pp. 1-30 (ISBN 9780367480813)
- Scheda ARCA: 10278/3733843
2020 Working paper Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models
DOI - URL correlato - Scheda ARCA: 10278/3735306
2020 Working paper Giulia Carallo; Roberto Casarin; Christian P. Robert Generalized Poisson Difference Autoregressive Processes
DOI - URL correlato - Scheda ARCA: 10278/3750908
2019 Articolo su rivista Casarin, Roberto; Molina, German; ter Horst, Enrique A Bayesian time varying approach to risk neutral density estimation in JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY, vol. 182, pp. 165-195 (ISSN 0964-1998)
DOI - Scheda ARCA: 10278/3704028
2019 Articolo su rivista Billio M., Casarin R., Rossini L. Bayesian nonparametric sparse VAR models in JOURNAL OF ECONOMETRICS, vol. 212, pp. 97-115 (ISSN 0304-4076)
DOI - URL correlato - Scheda ARCA: 10278/3711086
2019 Articolo su rivista Bianchi Daniele, Billio Monica, Casarin Roberto, Guidolin Massimo Modeling Systemic Risk with Markov Switching Graphical SUR Models in JOURNAL OF ECONOMETRICS, vol. 210, pp. 58-74 (ISSN 0304-4076)
DOI - URL correlato - Scheda ARCA: 10278/3697402
2019 Articolo su rivista Billio M., R. Casarin, M. Costola, L. Frattarolo Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367)
- URL correlato - Scheda ARCA: 10278/3721761
2019 Articolo su rivista Casarin R.; Costola M. Structural changes in large economic datasets: A nonparametric homogeneity test in ECONOMICS LETTERS, vol. 176, pp. 55-59 (ISSN 0165-1765)
DOI - URL correlato - Scheda ARCA: 10278/3722904
2019 Articolo su libro Billio, M.;Casarin, R.;Costola, M.;Frattarolo, L Contagion Dynamics on Financial Networks , International Financial Markets, Routledge, vol. 1, pp. 63-98 (ISBN 1138060925)
DOI - Scheda ARCA: 10278/3722916
2018 Articolo su rivista Casarin, Roberto; Sartore, Domenico; Tronzano, Marco A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 36, pp. 101-114 (ISSN 0735-0015)
DOI - Scheda ARCA: 10278/3673400
2018 Articolo su rivista Martino, Luca*; Casarin, Roberto; Leisen, Fabrizio; Luengo, David Adaptive independent sticky MCMC algorithms in EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING, vol. 2018, pp. 1-28 (ISSN 1687-6172)
DOI - URL correlato - Scheda ARCA: 10278/3697767
2018 Articolo su rivista Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco Bayesian Nonparametric Calibration and Combination of Predictive Distributions in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, vol. 113, pp. 675-685 (ISSN 0162-1459)
DOI - Scheda ARCA: 10278/3691750
2018 Articolo su rivista Casarin, Roberto; Tonellato, Stefano Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani in BAYESIAN ANALYSIS, vol. 13, pp. 604-605 (ISSN 1936-0975)
DOI - URL correlato - Scheda ARCA: 10278/3704031
2018 Articolo su rivista Roberto Casarin, Claudia Foroni, Massimiliano Marcellino, Francesco Ravazzolo Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model in THE ANNALS OF APPLIED STATISTICS, vol. 12, pp. 2559-2586 (ISSN 1932-6157)
DOI - URL correlato - Scheda ARCA: 10278/3697773
2018 Articolo su rivista Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony Markov switching GARCH models for Bayesian hedging on energy futures markets in ENERGY ECONOMICS, vol. 70, pp. 545-562 (ISSN 0140-9883)
DOI - URL correlato - Scheda ARCA: 10278/3691288
2018 Articolo su rivista Racca, P.; Casarin, R.; Dondio, P.; Squazzoni, F.* Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns in PHYSICA. A, vol. 493, pp. 458-466 (ISSN 0378-4371)
DOI - URL correlato - Scheda ARCA: 10278/3697768
2018 Articolo su libro Monica Billio, Roberto Casarin, Matteo Iacopini Bayesian Markov switching tensor regression for time-varying networks in Monica Billio, Roberto Casarin, Matteo Iacopini, Bayesian Markov switching tensor regression for time-varying networks, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-61 (ISSN 1827-3580)
DOI - URL correlato - Scheda ARCA: 10278/3700802
2018 Articolo su libro Monica Billio, Roberto Casarin, Luca Rossini Bayesian Nonparametric Sparse Vector Autoregressive Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 155-160 (ISBN 978-3-319-89823-0)
DOI - Scheda ARCA: 10278/3704088
2018 Articolo su libro Monica Billio, Roberto Casarin, Matteo Iacopini Bayesian Tensor Binary Regression , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 143-147 (ISBN 978-3-319-89823-0)
DOI - Scheda ARCA: 10278/3700828
2018 Articolo su libro Monica Billio, Roberto Casarin, Matteo Iacopini Bayesian Tensor Regression Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 159-163 (ISBN 978-3-319-89823-0)
DOI - Scheda ARCA: 10278/3700829
2018 Articolo su libro Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini Bayesian dynamic tensor regression in Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini, Bayesian dynamic tensor regression, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-62 (ISSN 1827-3580)
DOI - URL correlato - Scheda ARCA: 10278/3700801
2018 Articolo su libro Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7)
DOI - Scheda ARCA: 10278/3704081
2017 Articolo su rivista Casarin, R.; Frattarolo, L.; Rossini, L. A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 79, pp. 959-1035 (ISSN 1369-7412)
DOI - URL correlato - Scheda ARCA: 10278/3691788
2017 Articolo su rivista Casarin Roberto; Iacopini Matteo; Rossini Luca Sparse graphs using exchangeable random measures in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 79, pp. 1295-1366 (ISSN 1369-7412)
DOI - Scheda ARCA: 10278/3691785
2017 Articolo in Atti di convegno Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri Giulia A stochastic volatility framework with analytical filtering , Proceedings of the Conference of the Italian Statistical Society. Statistics and Data Science: new challenges, new generations, Università degli Studi di Firenze, pp. 203-209, Convegno: Conference of the Italian Statistical Society (ISBN 9788864535210)
- Scheda ARCA: 10278/3691749
2017 Articolo in Atti di convegno Billio, Monica; Casarin, Roberto; Iacopini, Matteo Bayesian Tensor Regression Models in Billio M., Casarin R., Iacopini M., Proceedings of the Conference of the Italian Statistical Society. Statistics and Data Science: new challenges, new generations, Firenze University Press, pp. 179-186, Convegno: Conference of the Italian Statistical Society, 2017 (ISBN 978-88-6453-521-0)
- Scheda ARCA: 10278/3691747
2017 Articolo in Atti di convegno Billio Monica; Casarin Roberto; Rossini Luca Bayesian nonparametric sparse Vector Autoregressive models in Billio M., Casarin R., Rossini, L., Proceedings of the Conference of the Italian Statistical Society. Statistics and Data Science: new challenges, new generations, Firenze University Press, pp. 187-192, Convegno: Conference of the Italian Statistical Society (ISBN 978-88-6453-521-0)
- Scheda ARCA: 10278/3691748
2016 Articolo su rivista Billio, M.; Casarin, R.; Costola, M.; Pasqualini, A. An entropy-based early warning indicator for systemic risk in JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY, vol. 45, pp. 42-59 (ISSN 1042-4431)
DOI - Scheda ARCA: 10278/3676332
2016 Articolo su rivista Casarin, Roberto; Mantoan, Giulia; Ravazzolo, Francesco Bayesian Calibration of Generalized Pools of Predictive Distributions in ECONOMETRICS, vol. 4, pp. 1-17 (ISSN 2225-1146)
DOI - Scheda ARCA: 10278/3668154
2016 Articolo su rivista Ahelegbey D.F.; M. Billio; R. Casarin Bayesian Graphical Models for STructural Vector Autoregressive Processes in JOURNAL OF APPLIED ECONOMETRICS, vol. 31, pp. 357-386 (ISSN 1099-1255)
DOI - URL correlato - Scheda ARCA: 10278/42333
2016 Articolo su rivista Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman Computational Complexity and Parallelization in Bayesian Econometric Analysis in ECONOMETRICS, vol. 4, pp. 1-9 (ISSN 2225-1146)
DOI - Scheda ARCA: 10278/3668155
2016 Articolo su rivista Casarin R.; Billio M.; Osuntuy A. Efficient Gibbs sampling for Markov switching GARCH models in COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 100, pp. 37-57 (ISSN 0167-9473)
DOI - Scheda ARCA: 10278/40099
2016 Articolo su rivista Casarin, Roberto; Craiu, Radu; Leisen, Fabrizio Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series in STATISTICS AND ITS INTERFACE, vol. 9, pp. 497-508 (ISSN 1938-7989)
DOI - Scheda ARCA: 10278/3677592
2016 Articolo su rivista Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model in JOURNAL OF APPLIED ECONOMETRICS, vol. 31, pp. 1352-1370 (ISSN 0883-7252)
DOI - Scheda ARCA: 10278/3662235
2016 Articolo su rivista Casarin, Roberto; Ravazzolo, Francesco Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 78, pp. 505-562 (ISSN 1369-7412)
DOI - Scheda ARCA: 10278/3668158
2016 Articolo su rivista Racca, P.; Casarin, R.; Squazzoni, F; Dondio, P. Resilience of an online financial community to market uncertainty shocks during the recent financial crisis in JOURNAL OF COMPUTATIONAL SCIENCE, vol. 16, pp. 190-199 (ISSN 1877-7503)
DOI - URL correlato - Scheda ARCA: 10278/3677591
2016 Articolo su rivista Ahelegbey, D.F.; Billio, M.; Casarin, R. Sparse Graphical Vector Autoregression: A Bayesian Approach in ANNALS OF ECONOMICS AND STATISTICS, vol. 123/124, pp. 3-33 (ISSN 2115-4430)
DOI - Scheda ARCA: 10278/3676331
2016 Articolo in Atti di convegno Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto Sparse Graphical Multivariate Autoregression: A Bayesian approach in Ahelegbey D. F., Billio, M., Casarin, R., JSM Proceedings, Statistical Computing Section. Alexandria, VA: American Statistical Association, 2016, American Statistical Association, pp. 1-15, Convegno: Joint Statistical Meetings (ISBN 978-0-9839375-6-2)
- Scheda ARCA: 10278/3691746
2016 Articolo in Atti di convegno Martino L.; Casarin R.; Luengo D. Sticky proposal densities for adaptive MCMC methods , IEEE Workshop on Statistical Signal Processing Proceedings, IEEE Computer Society, vol. 2016-, pp. 1-5, Convegno: 19th IEEE Statistical Signal Processing Workshop, SSP 2016, 2016 (ISBN 978-1-4673-7803-1)
DOI - Scheda ARCA: 10278/3733838
2016 Abstract in Atti di convegno Casarin, Roberto; Pastore, Andrea; Tonellato, Stefano Sequential clustering based on Dirichlet Process Priors , CLADAG 2015 Book of Abstracts, CUEC Editrice, Convegno: CLADAG 2015 10th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society (ISBN 978-88-8467-949-9)
- Scheda ARCA: 10278/3678943
2016 Working paper Billio, Monica; Casarin, Roberto; Rossini, Luca Bayesian nonparametric sparse seemingly unrelated regression model (SUR) , vol. 2016:20 (ISSN 1827-3580)
DOI - URL correlato - Scheda ARCA: 10278/3662307
2015 Articolo su rivista Casarin, Roberto; Leisen, Fabrizio; Molina, German; Ter Horst, Enrique A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities in BAYESIAN ANALYSIS, CARNEGIE MELLON UNIV, DEPT STTISTICS, PITTSBURGH, PA 15213 USA, International Society for Bayesian Analysis, vol. 10, pp. 791-819 (ISSN 1936-0975)
DOI - URL correlato - Scheda ARCA: 10278/3662234
2015 Articolo su rivista Casarin, Roberto; Casnici, Niccolò; Dondio, Pierpaolo; Squazzoni, Flaminio Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities in JOURNAL OF FINANCIAL MANAGEMENT, MARKETS AND INSTITUTIONS, vol. 1, pp. 51-69 (ISSN 2282-717X)
DOI - Scheda ARCA: 10278/3661698
2015 Articolo su rivista Casnici, Niccolò; Dondio, Pierpaolo; Casarin, Roberto; Squazzoni, Flaminio Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty in PLOS ONE, vol. 10, pp. e0133712 (ISSN 1932-6203)
DOI - URL correlato - Scheda ARCA: 10278/3661697
2015 Articolo su rivista Roberto Casarin; Stefano Grassi; Francesco Ravazzolo; Herman van Dijk Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox in JOURNAL OF STATISTICAL SOFTWARE, vol. 68, pp. 1-30 (ISSN 1548-7660)
DOI - URL correlato - Scheda ARCA: 10278/43301
2015 Articolo su libro Casarin, R.; Sartore, D.; Tronzano, M. Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model in Casarin, R.; Sartore, D.; Tronzano, M., Advances in Statistical Models for Data Analysis, Studies in Classification, Data Analysis, and Knowledge Organization, Springer Verlag, pp. 27-34 (ISBN 9783319173764)
DOI - Scheda ARCA: 10278/3661696
2015 Articolo in Atti di convegno Billio. Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea Entropy and systemic risk measures in Monica Billio, Roberto Casarin, Michele Costola, Andrea Pasqualini, Statistics and Demography: the Legacy of Corrado Gini, CLEUP, Convegno: SIS 2015 Statistical Conference (ISBN 9788867874521)
- Scheda ARCA: 10278/3662252
2015 Articolo in Atti di convegno Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto Sparse BGVAR models for Systemic Risk Analysis in Daniel Felix Ahelegbey and Monica Billio and Roberto Casarin, Statistics and Demography: the Legacy of Corrado Gini, CLEUP, Convegno: SIS 2015 Statistical Conference (ISBN 9788867874521)
- Scheda ARCA: 10278/3662251
2014 Articolo su rivista Bassetti F.; Casarin R.; Leisen F. Beta-product dependent Pitman-Yor Process Prior for Bayesian Inference in JOURNAL OF ECONOMETRICS, vol. 180, pp. 49-72 (ISSN 0304-4076)
DOI - Scheda ARCA: 10278/39871
2014 Articolo su rivista Robeto Casarin Comment on a Tractable State-Space Model for Symmetric Positive-Definite Matrices in BAYESIAN ANALYSIS, vol. 9, pp. 793-804 (ISSN 1936-0975)
DOI - Scheda ARCA: 10278/42329
2014 Articolo su libro Roberto Casarin; Fabrizio Leisen; Enrique ter Horst; German Molina A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities , A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 23/2014, pp. 1-27 (ISSN 1827-3580)
- Scheda ARCA: 10278/43302
2014 Articolo su libro ROBERTO CASARIN A Note Tractable State-Space Models for Symmetric Positive-Definite Matrices , A Note Tractable State-Space Models for Symmetric Positive-Definite Matrices, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-11 (ISSN 1827-3580)
- Scheda ARCA: 10278/43303
2014 Articolo su libro Komla Mawulom AGUDZE; Monica BILLIO; Roberto CASARIN; Eric GIRARDIN Growth-cycle phases in China’s provinces: A panel Markov-switching approach , Growth-cycle phases in China’s provinces: A panel Markov-switching approach, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 19/2014, pp. 1-45 (ISSN 1827-3580)
- Scheda ARCA: 10278/43217
2014 Articolo su libro Roberto Casarin; Daniel Felix Alehegbey; Monica Billio Sparse Graphical Vector Autoregression: A Bayesian Approach , Sparse Graphical Vector Autoregression: A Bayesian, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-25 (ISSN 1827-3580)
- Scheda ARCA: 10278/43300
2014 Articolo in Atti di convegno CASARIN R.; RAVAZZOLO F.; GNEITING T. Probabilistic Calibration of Predictive Distributions , 47th SIS Scientific Meeting of the Italian Statistica Society, Cagliari, CUEC, Convegno: 47th SIS metting (ISBN 9788884678744)
- Scheda ARCA: 10278/40656
2014 Working paper Komla Mawulom AGUDZE; Monica BILLIO; Roberto CASARIN Bayesian Panel Markov-Switching model with interacting Markov chains
- Scheda ARCA: 10278/43218
2013 Articolo su rivista CASARIN R.; SQUAZZONI F. Being on the field when the game is still under way. The financial press and stock markets in times of crisis in PLOS ONE, vol. 8, pp. 1-14 (ISSN 1932-6203)
DOI - Scheda ARCA: 10278/38234
2013 Articolo su rivista CASARIN R.; CRAIU R.; LEISEN F. Interacting Multiple Try Algorithms with Different Proposal Distributions in STATISTICS AND COMPUTING, vol. 23(2), pp. 185-200 (ISSN 0960-3174)
DOI - Scheda ARCA: 10278/30334
2013 Articolo su rivista CASARIN R.; CHANG C.-L.; JIMENEZ-MARTIN J.A.; MCALEER M.; PEREZ AMARAL T. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures in MATHEMATICS AND COMPUTERS IN SIMULATION, vol. 94, pp. 183-204 (ISSN 0378-4754)
DOI - Scheda ARCA: 10278/36219
2013 Articolo su rivista Billio M.; Casarin R.; Ravazzolo F.; Van Dijk H. Time-varying Combinations of Predictive Densities using Nonlinear Filtering in JOURNAL OF ECONOMETRICS, vol. 177, pp. 213-232 (ISSN 0304-4076)
DOI - Scheda ARCA: 10278/37272
2013 Articolo su libro CASARIN R.; SARTORE D.; TRONZANO M. A Bayesian Stochastic Correlation Model for Exchange Rates , Advances in Latent Variables, Vita e Pensiero, pp. 1-6 (ISBN 9788834325568)
- Scheda ARCA: 10278/37783
2013 Articolo su libro Martino L.; Casarin R.; Leisen F.; Luengo D. Adaptive Sticky Generalized Metropolis , Adaptive Sticky Generalized Metropolis, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-35 (ISSN 1827-3580)
- Scheda ARCA: 10278/38345
2013 Articolo su libro Casarin R.; Sartore D.; Tronzano M. Bayesian Markov Switching Stochastic Correlation Models , Bayesian Markov Switching Stochastic Correlation Models, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 11/WP/2013, pp. 1-35 (ISSN 1827-3580)
- Scheda ARCA: 10278/38603
2013 Articolo su libro Bassetti F.; Casarin R.; Leisen F. Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference , Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-40 (ISSN 1827-3580)
- Scheda ARCA: 10278/38344
2013 Articolo su libro Billio M.; Casarin R.; Ravazzolo F.; van Dijk H. K. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model , Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model, Norges Bank, vol. 2013/20, pp. 1-40 (ISBN 9788275536677) (ISSN 1502-8143)
- Scheda ARCA: 10278/38625
2013 Articolo su libro BILLIO M.; CASARIN R.; OSUNTUYI A. Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets , Advances in Latent Variables, Vita e Pensiero, pp. 1-6 (ISBN 9788834325568)
- Scheda ARCA: 10278/37782
2013 Articolo su libro Casarin R.; Grassi S.; Ravazzolo F.; van Dijk H.K. Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox , Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 08/WP/2013, pp. 1-30 (ISSN 1827-3580)
- Scheda ARCA: 10278/38602
2013 Articolo su libro Casarin R.; Grassi S.; Ravazzolo F.; van Dijk H. K. Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox , Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox, Tinbergen Institute, vol. 2013-055/III, pp. 1-35 (ISSN 0929-0834)
- Scheda ARCA: 10278/38590
2012 Articolo su rivista CASARIN R.; DALLA VALLE L.; LEISEN F. Bayesian Model Selection for Beta Autoregressive Processes in BAYESIAN ANALYSIS, vol. 7, pp. 1-26 (ISSN 1936-0975)
DOI - Scheda ARCA: 10278/30333
2012 Articolo su rivista BILLIO M.; CASARIN R.; RAVAZZOLO F.; VAN DIJK H.K. Combination Schemes for Turning Point Predictions in THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE: JOURNAL OF THE MIDWEST ECONOMICS ASSOCIATION, vol. 52, pp. 402-412 (ISSN 1062-9769)
DOI - Scheda ARCA: 10278/39433
2012 Articolo su libro Ahelegbey D.F.; Billio M.; Casarin R. Bayesian Graphical Models for Structural Vector Autoregressive Processes , Bayesian Graphical Models for Structural Vector Autoregressive Processes, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 36/WP/2012, pp. 1-35 (ISSN 1827-3580)
- Scheda ARCA: 10278/38368
2012 Articolo su libro M. Billio; R. Casarin; HK Van Dijk; F. Ravazzolo Combination schemes for turning point prediction , 1512, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 1512, pp. 1-32 (ISSN 1827-3580)
DOI - Scheda ARCA: 10278/25625
2012 Articolo su libro M. Billio; R. Casarin; H.K. van Dijk; F. Ravazzolo Combining predictive densities using Bayesian filtering with applications to US economics data , 1612, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 1612, pp. 1-39 (ISSN 1827-3580)
- Scheda ARCA: 10278/33612
2012 Articolo su libro Billio M.; Casarin R.; Osuntuyi A. Efficient Gibbs Sampling for Markov Switching GARCH Models , Efficient Gibbs Sampling for Markov Switching GARCH Models, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 35/WP/2012, pp. 1-30 (ISSN 1827-3580)
- Scheda ARCA: 10278/38410
2012 Articolo su libro CASARIN R.; SQUAZZONI F. Financial press and stock markets in times of crisis , WORKING PAPER DEPARTMENT OF ECONOMICS, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 04/WP/2012, pp. 1-27 (ISSN 1827-3580)
- Scheda ARCA: 10278/31563
2012 Articolo in Atti di convegno CASARIN R.; CRAIU R.; LEISEN F. Interacting Multiple-Try Algorithms , Proceedings of the XLVI Scientific Meeting SIS, Padova, CLEUP, Convegno: Scientific Meeting SIS (ISBN 9788861298828)
- Scheda ARCA: 10278/34174
2011 Articolo su rivista BILLIO M.; CASARIN R.; RAVAZZOLO F.; VAN DIJK H.K. Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index in MEDIUM ECONOMETRISCHE TOEPASSINGEN, vol. 18(3), pp. 1-8 (ISSN 1389-9244)
- Scheda ARCA: 10278/30073
2011 Articolo su rivista BILLIO M.; CASARIN R. Beta Autoregressive Transition Markov-switching Models for Business Cycle Analysis in STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 15(4), pp. 1-32 (ISSN 1081-1826)
DOI - Scheda ARCA: 10278/28929
2011 Articolo su libro BILLIO M.; CASARIN R.; RAVAZZOLO F.; VAN DIJK H.K. Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index , Discussion Paper - Tinbergen Institute, Tinbergen Institute, vol. 11-082/4, pp. 1-25 (ISSN 0929-0834)
- Scheda ARCA: 10278/32119
2011 Articolo su libro BILLIO M.; CASARIN R.; RAVAZZOLO F.; VAN DIJK H.K. Combination schemes for turning point prediction , Discussion Paper - Tinbergen Institute, Tinbergen Institute, vol. 11-123/4, pp. 1-25 (ISSN 0929-0834)
- Scheda ARCA: 10278/32611
2011 Articolo su libro CASARIN R.; CHANG C.-L.; JIMENEZ-MARTIN J.A.; MCALEER M.; PEREZ AMARAL T. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures , REPORT - ECONOMETRIC INSTITUTE, ERASMUS UNIVERSITY ROTTERDAM, Erasmus University Rotterdam, Econometric Institute, vol. EI2011-29, pp. 1-30 (ISSN 1566-7294)
- Scheda ARCA: 10278/32899
2011 Abstract in Atti di convegno CASARIN R.; CRAIU R.; LEISEN F. Interacting Multiple-Try Algorithms with Different Proposal Functions , Proceedings Applied Stochastic Models and Data Analysis, Pisa, ETS, Convegno: ASMDA Meeting 2011 (ISBN 9788846730459)
- Scheda ARCA: 10278/30674
2010 Articolo su rivista BILLIO M.; R. CASARIN Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods: an on-line and real time application to the Euro area in JOURNAL OF FORECASTING, vol. 1-2, pp. 145-167 (ISSN 0277-6693)
DOI - Scheda ARCA: 10278/29700
2010 Articolo su rivista CASARIN R.; VERGALLI S. Natural Disasters and International Insurance Market Stability in EQUILIBRI, vol. 3, pp. 558-568 (ISSN 1594-7580)
DOI - Scheda ARCA: 10278/4393
2010 Articolo su libro BILLIO M.; CASARIN R.; RAVAZZOLO F.; VAN DIJK H.K. Combining predictive densities using Bayesian filtering with applications to US economics data , Norges Bank Working Papers, Norges Bank, vol. 2010/29, pp. 1-25 (ISBN 9788275536677)
- Scheda ARCA: 10278/32630
2009 Articolo su rivista CASARIN R.; ROBERT C. P A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 71(2), pp. 359-360 (ISSN 1369-7412)
- Scheda ARCA: 10278/30441
2009 Articolo su rivista MARIN J.-M;CASARIN R.;ROBERT C. P A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY, vol. 71(2), pp. 360-362 (ISSN 1369-7412)
- Scheda ARCA: 10278/4318
2009 Articolo su rivista CASARIN R.; MARIN J.-M Online data processing: Comparison of Bayesian regularized particle filters in ELECTRONIC JOURNAL OF STATISTICS, vol. 3, pp. 239-258 (ISSN 1935-7524)
DOI - Scheda ARCA: 10278/4319
2008 Monografia o trattato scientifico CASARIN R. Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag , Springer Verlag (ISBN 9780387715988)
- Scheda ARCA: 10278/4320
2008 Articolo su rivista CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence in THE ICFAI JOURNAL OF FINANCIAL ECONOMICS, vol. 6, pp. 7-28 (ISSN 0972-9151)
- Scheda ARCA: 10278/25531
2008 Articolo su libro CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence , WORKING PAPER, DEPARTMENT OF ECONOMICS, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 12/WP/2008, pp. 1-23 (ISSN 1827-3580)
- Scheda ARCA: 10278/31308
2007 Articolo su rivista CASARIN R.; BILLIO M. Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints in APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, vol. 23/3, pp. 247-271 (ISSN 1524-1904)
DOI - Scheda ARCA: 10278/30240
2007 Articolo su libro BILLIO M; CASARIN R; SARTORE D. Bayesian Inference on Dynamic Models with Latent Factors in MAZZI G L; SAVIO G, Growth and Cycle in the Euro-zone, BASINGSTOKE, HANTS, Palgrave Macmillan, vol. 1, pp. 25-44 (ISBN 9780230007901)
- Scheda ARCA: 10278/28401
2007 Articolo su libro BILLIO M.; CASARIN R.; SARTORE D. Bayesian inference in dynamic models with latent factors , WORKING PAPER DEPARTMENT OF ECONOMICS, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 34/WP/2007, pp. 1-30 (ISSN 1827-3580)
- Scheda ARCA: 10278/32900
2007 Articolo su libro CASARIN R.; MARIN J.-M. Online data processing: Comparison of Bayesian regularized particle filters , Rapports de recherche INRIA, INRIA, vol. 6153, pp. 1-25 (ISSN 0249-6399)
- Scheda ARCA: 10278/32631
2007 Articolo in Atti di convegno CASARIN R.;SARTORE D. Matrix-state particle filters for Wishart stochastic volatility processes , Proceedings SIS, 2007 Intermediate Conference, Risk and Prediction, PADOVA, CLEUP Padova, vol. UNICO, pp. 399-409, Convegno: SIS, 2007 (ISBN 9788861290938)
- Scheda ARCA: 10278/4390
2007 Articolo in Atti di convegno AMISANO G.;CASARIN R. Particle Filters for Markov Switching Stochastic Correlation Models , Proceedings of the SIS 2007 Intermediate Conference "Risk and Prediction", PADOVA, Cleup, vol. UNICO, pp. 305-316, Convegno: SIS, 2007-6-8 Giugno (ISBN 9788861290938)
- Scheda ARCA: 10278/4389
2006 Articolo su libro CASARIN R.; TRECROCI C. Business Cycle and Stock Market Volatility: A Particle Filter Approach , Cahier du CEREMADE, Universitè Paris Dauphine, vol. Cahiers du CEREMADE, N. 0610, pp. 1-36
- Scheda ARCA: 10278/34219
2005 Monografia o trattato scientifico CASARIN R.; JOUTARD C; TAYEB A Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella , Springer Verlag (ISBN 0387212396)
- Scheda ARCA: 10278/4386
2005 Articolo su rivista CASARIN R; LAZZARIN M; PELIZZON L; SARTORE D. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds in EUROPEAN JOURNAL OF FINANCE, vol. 11, pp. 297-308 (ISSN 1351-847X)
DOI - Scheda ARCA: 10278/31185
2005 Articolo su rivista CASARIN R. Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE in RIVISTA ITALIANA DEGLI ECONOMISTI, vol. 2, pp. 341-345 (ISSN 1593-8662)
DOI - Scheda ARCA: 10278/39520
2005 Altro BILLIO M.; CASARIN R Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints
- Scheda ARCA: 10278/5228
2004 Articolo su libro CASARIN R. Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models , Cahiers du CEREMADE, CEREMADE, Universitè Paris Dauphine, vol. Cahier du CEREMADE N. 0414, pp. 1-35
- Scheda ARCA: 10278/33592
2004 Articolo su libro CASARIN R. Bayesian Inference for Mixture of Stable Distributions , Cahiers du CEREMADE, CEREMADE, Universitè Paris Dauphine, vol. Cahier du CEREMADE N. 0428, pp. 1-40
- Scheda ARCA: 10278/33591
2004 Articolo su libro CASARIN R. Bayesian Monte Carlo Filtering for Stochastic Volatility Models , Cahier du CEREMADE, CEREMADE, Universitè Paris Dauphine, vol. Cahier du CEREMADE N. 0415, pp. 1-27
- Scheda ARCA: 10278/36720
2003 Articolo su libro CASARIN R.; PELIZZON L.; PIVA A. Italian Equity Funds: Efficiency and Performance Persistence in BASSO A.; PIANCA F., Rendiconti per gli Studi Economici Quantitativi
- Scheda ARCA: 10278/9141
2003 Articolo in Atti di convegno CASARIN R. Bayesian Inference for Mixture of Stable Distributions , Atti del Convegno Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione, Statistics Department, University of Venice, vol. UNICO, Convegno: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione, 2003-4-6 Semptember
- Scheda ARCA: 10278/4388
2003 Articolo in Atti di convegno BILLIO M.;CASARIN R. Extreme Returns in a Shortfall Risk Framework , Atti della giornata di studio Metodi Numerici per la Finanza, Venice, Applied Mathematics Department, University of Veni, vol. UNICO, Convegno: giornata di studio Metodi Numerici per la Finanza, 2003-30 Maggio (ISBN 9788888037066)
- Scheda ARCA: 10278/4387
2003 Articolo in Atti di convegno CASARIN R.;PELIZZON L.;PIVA A. Italian Equity Funds: Efficiency and Performance Persistence , Atti della giornata di studio Metodi Numerici per la Finanza, Applied Mathematics Department, University of Venice, vol. UNICO, Convegno: giornata di studio Metodi Numerici per la Finanza, 2003-30 Maggio (ISBN 9788888037066)
- Scheda ARCA: 10278/4392
2003 Working paper BILLIO M.; CASARIN R.; SARTORE D. Bayesian inference in dynamic models with latent factors , Office for Official Publications of the European Communities (ISBN 9289468343)
- Scheda ARCA: 10278/31574
2002 Articolo in Atti di convegno CASARIN R.;GOBBO M. Metodi Monte Carlo per la Valutazione di Opzioni Finanziarie , Atti della Scuola Estiva in Finanza Quantitativa, Applied Mathematics Department, University of Venice, vol. UNICO, Convegno: Scuola Estiva in Finanza Quantitativa, 2002 (ISBN 9788888037004)
- Scheda ARCA: 10278/4391
2002 Altro BILLIO M.; CASARIN R; TONIOLO G Extreme returns in a shortfall risk framework
- Scheda ARCA: 10278/5175
2000 Articolo su libro BILLIO M.; CASARIN R.; MEHU C.; SARTORE D. Investment Styles in the European Equity Market in C. DUNIS (EDITOR), Advances in Quantitative Asset Management, DORDRECHT, Kluwer Academic P., pp. 61-88 (ISBN 9780792377788)
- Scheda ARCA: 10278/12767

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