CASARIN, Roberto
CASARIN, Roberto
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N.
2009-01-01 Marin, J. M.; Casarin, Roberto; 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..
2009-01-01 Casarin, Roberto; Robert, C. P.
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities
2015-01-01 Casarin, Roberto; Casnici, Niccolo'; Dondio, Piepaolo; Squazzoni, Flaminio
Bayesian Estimation of Stochastic-transition Markov-switching Models for Business Cycle Analysis.
2010-01-01 Casarin, Roberto; Billio, M.
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Bayesian Inference for Mixture of Stable Distributions
2004-01-01 Casarin, Roberto
Bayesian Inference for Mixture of Stable Distributions
2003-01-01 Casarin, Roberto
Bayesian inference in dynamic models with latent factors
2007-01-01 Billio, M; Casarin, Roberto; Sartore, D.
Bayesian inference in dynamic models with latent factors
2003-01-01 Billio, M.; Casarin, Roberto; Sartore, D.
Bayesian Monte Carlo Filtering for Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Business Cycle and Stock Market Volatility: A Particle Filter Approach
2006-01-01 Casarin, Roberto; Trecroci, Carmine
Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty
2015-01-01 Casnici, Niccolo'; Dondio, Pierpaolo; Casarin, Roberto; Squazzoni, Flaminio
Extreme Returns in a Shortfall Risk Framework
2003-01-01 Billio, M; Casarin, Roberto
Identifying Business Cycle Turning Points with Sequential Monte Carlo
2008-01-01 Billio, M; Casarin, Roberto
Identifying Business Cycle Turning Points with Sequential Monte Carlo: An Online and Real-Time Application to the Euro Area
2010-01-01 Casarin, Roberto; Billio, M.
Investment Styles in the European Equity Market
2000-01-01 Billio, M; Casarin, Roberto; Mehu, C; Sartore, D.
Italian Equity Funds: Efficiency and Performance Persistence
2003-01-01 Casarin, Roberto; Pelizzon, L; Piva, A.
Italian Equity Funds: Efficiency and Performance Persistence
2008-01-01 Casarin, Roberto; Piva, A; Pelizzon, L.
Matrix-state particle filters for Wishart stochastic volatility processes
2007-01-01 Casarin, Roberto; Sartore, D.
Metodi Monte Carlo per la Valutazione di Opzioni Finanziarie
2002-01-01 Casarin, Roberto; Gobbo, Massimiliano