Sfoglia per Autore
Bayesian Inference on Dynamic Models with Latent Factors
2007-01-01 Billio, Monica; Casarin, Roberto; Sartore, Domenico
Particle Filters for Markov Switching Stochastic Correlation Models
2007-01-01 Amisano, G.; Casarin, Roberto
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag
2008-01-01 Casarin, Roberto
Italian Equity Funds: Efficiency and Performance Persistence
2008-01-01 Casarin, Roberto; Piva, A; Pelizzon, Loriana
Italian Equity Funds: Efficiency and Performance Persistence
2008-01-01 Casarin, Roberto; Piva, A; Pelizzon, Loriana
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.
Online data processing: Comparison of Bayesian regularized particle filters
2009-01-01 Casarin, Roberto; Marin, J. M.
Natural Disasters and International Insurance Market Stability
2010-01-01 Casarin, Roberto; Vergalli, S.
Combining predictive densities using Bayesian filtering with applications to US economics data
2010-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; VAN DIJK, H. K.
Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods: an on-line and real time application to the Euro area
2010-01-01 Billio, Monica; Casarin, Roberto
Combination schemes for turning point prediction
2011-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; VAN DIJK, H. K.
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
2011-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; VAN DIJK, H. K.
Interacting Multiple-Try Algorithms with Different Proposal Functions
2011-01-01 Casarin, Roberto; Craiu, R.; Leisen, F.
Beta Autoregressive Transition Markov-switching Models for Business Cycle Analysis
2011-01-01 Billio, Monica; Casarin, Roberto
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
2011-01-01 Casarin, Roberto; Chang, C. L.; JIMENEZ MARTIN, J. A.; Mcaleer, M.; PEREZ AMARAL, T.
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
2011-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; VAN DIJK, H. K.
Efficient Gibbs Sampling for Markov Switching GARCH Models
2012-01-01 Billio, Monica; Casarin, Roberto; Osuntuyi, A.
Bayesian Model Selection for Beta Autoregressive Processes
2012-01-01 Casarin, Roberto; DALLA VALLE, L.; Leisen, F.
Financial press and stock markets in times of crisis
2012-01-01 Casarin, Roberto; Squazzoni, F.
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