Sfoglia per Autore
Combination Schemes for Turning Point Predictions
2012-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; VAN DIJK, H. K.
Interacting Multiple-Try Algorithms
2012-01-01 Casarin, Roberto; Craiu, R.; Leisen, F.
Combination schemes for turning point prediction
2012-01-01 Billio, Monica; Casarin, Roberto; HK Van, Dijk; F., Ravazzolo
Bayesian Model Selection for Beta Autoregressive Processes
2012-01-01 Casarin, Roberto; DALLA VALLE, L.; Leisen, F.
Efficient Gibbs Sampling for Markov Switching GARCH Models
2012-01-01 Billio, Monica; Casarin, Roberto; Osuntuyi, A.
Bayesian Markov Switching Stochastic Correlation Models
2013-01-01 Casarin, Roberto; Sartore, Domenico; Tronzano, M.
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
2013-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; van Dijk, H. K.
A Bayesian Stochastic Correlation Model for Exchange Rates
2013-01-01 Casarin, Roberto; Sartore, Domenico; Tronzano, M.
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
2013-01-01 Casarin, Roberto; Grassi, S.; Ravazzolo, F.; van Dijk, H. K.
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
2013-01-01 Casarin, Roberto; Grassi, S.; Ravazzolo, F.; van Dijk, H. K.
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
2013-01-01 Bassetti, F.; Casarin, Roberto; Leisen, F.
Adaptive Sticky Generalized Metropolis
2013-01-01 Martino, L.; Casarin, Roberto; Leisen, F.; Luengo, D.
Interacting Multiple Try Algorithms with Different Proposal Distributions
2013-01-01 Casarin, Roberto; Craiu, R.; Leisen, F.
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
2013-01-01 Casarin, Roberto; Chang, C. L.; JIMENEZ MARTIN, J. A.; Mcaleer, M.; PEREZ AMARAL, T.
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
2013-01-01 Billio, Monica; Casarin, Roberto; Ravazzolo, F.; Van Dijk, H.
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
2013-01-01 Billio, Monica; Casarin, Roberto; Osuntuyi, A.
Being on the field when the game is still under way. The financial press and stock markets in times of crisis
2013-01-01 Casarin, Roberto; Squazzoni, F.
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
2014-01-01 Casarin, Roberto; Fabrizio, Leisen; Enrique ter, Horst; German, Molina
Probabilistic Calibration of Predictive Distributions
2014-01-01 Casarin, Roberto; Ravazzolo, F.; Gneiting, T.
Bayesian Panel Markov-Switching model with interacting Markov chains
2014-01-01 Agudze, KOMLA MAWULOM; Billio, Monica; Casarin, Roberto
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