CASARIN, Roberto
 Distribuzione geografica
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Continente #
NA - Nord America 16.806
EU - Europa 10.717
AS - Asia 4.243
SA - Sud America 143
AF - Africa 40
OC - Oceania 30
Continente sconosciuto - Info sul continente non disponibili 16
Totale 31.995
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Nazione #
US - Stati Uniti d'America 16.266
PL - Polonia 4.514
CN - Cina 3.317
IT - Italia 2.514
DE - Germania 574
IE - Irlanda 571
UA - Ucraina 557
CA - Canada 468
GB - Regno Unito 437
FI - Finlandia 376
SE - Svezia 353
FR - Francia 310
HK - Hong Kong 242
TR - Turchia 172
RU - Federazione Russa 165
SG - Singapore 108
BR - Brasile 85
IN - India 75
NL - Olanda 70
KR - Corea 61
JP - Giappone 57
VN - Vietnam 55
CH - Svizzera 53
IR - Iran 49
AT - Austria 39
MX - Messico 39
BE - Belgio 38
CL - Cile 35
GR - Grecia 27
TW - Taiwan 24
ES - Italia 23
AU - Australia 22
RO - Romania 22
DO - Repubblica Dominicana 18
DK - Danimarca 16
CZ - Repubblica Ceca 15
UZ - Uzbekistan 14
EU - Europa 13
CO - Colombia 11
CR - Costa Rica 9
DZ - Algeria 9
SA - Arabia Saudita 9
NZ - Nuova Zelanda 8
AE - Emirati Arabi Uniti 7
BD - Bangladesh 7
IL - Israele 7
LB - Libano 7
NO - Norvegia 7
PK - Pakistan 7
PT - Portogallo 7
KE - Kenya 6
AR - Argentina 5
BG - Bulgaria 5
MY - Malesia 5
ID - Indonesia 4
IS - Islanda 4
PA - Panama 4
PE - Perù 4
ZA - Sudafrica 4
A2 - ???statistics.table.value.countryCode.A2??? 3
AZ - Azerbaigian 3
BJ - Benin 3
ET - Etiopia 3
HU - Ungheria 3
LV - Lettonia 3
MA - Marocco 3
PH - Filippine 3
SI - Slovenia 3
SK - Slovacchia (Repubblica Slovacca) 3
CI - Costa d'Avorio 2
GE - Georgia 2
HR - Croazia 2
MD - Moldavia 2
MO - Macao, regione amministrativa speciale della Cina 2
MU - Mauritius 2
SN - Senegal 2
VE - Venezuela 2
AG - Antigua e Barbuda 1
AL - Albania 1
BB - Barbados 1
EC - Ecuador 1
EG - Egitto 1
GH - Ghana 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LA - Repubblica Popolare Democratica del Laos 1
LK - Sri Lanka 1
LY - Libia 1
MK - Macedonia 1
MN - Mongolia 1
NG - Nigeria 1
RS - Serbia 1
SC - Seychelles 1
SM - San Marino 1
TH - Thailandia 1
TN - Tunisia 1
Totale 31.995
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Città #
Warsaw 4.498
Woodbridge 3.629
Fairfield 1.802
Chandler 1.296
Jacksonville 999
Houston 914
Ashburn 881
Seattle 789
Ann Arbor 773
Wilmington 649
Cambridge 603
Mestre 594
Dublin 556
Dearborn 441
Jinan 380
Nanjing 336
Shenyang 317
Toronto 265
Venezia 262
New York 258
Hong Kong 209
Tianjin 194
Beijing 180
Hangzhou 179
Hebei 176
Guangzhou 161
Boston 160
Boardman 157
Izmir 154
Des Moines 150
Zhengzhou 143
Mülheim 141
Andover 136
Princeton 136
Changsha 133
Ningbo 126
Nanchang 124
Taizhou 118
San Mateo 115
Ottawa 109
Venice 107
Redwood City 101
Milan 92
San Diego 89
Rome 88
Haikou 85
Taiyuan 80
Jiaxing 71
Fuzhou 70
Saint Petersburg 47
Padova 46
Helsinki 45
Shanghai 44
Verona 44
Dong Ket 38
Hefei 38
San Paolo di Civitate 38
Altamura 37
Columbia 34
London 33
Bremen 31
Brussels 31
Washington 30
Dallas 29
Pune 29
Kunming 27
Los Angeles 27
Norwalk 26
Renton 26
Phoenix 23
Paris 21
Pianiga 20
Amsterdam 19
Treviso 19
Valdobbiadene 19
Feletto Umberto 18
Taipei 18
San Donà Di Piave 17
Bologna 16
Vienna 16
Bolzano 15
Canterbury 15
Chengdu 15
Latiano 15
Santa Cruz 15
Santiago 15
Santo Domingo Este 15
Seoul 15
Leawood 14
Tehran 14
Trieste 14
Battaglia Terme 13
Central 13
Montreal 13
Clearwater 12
Hyderabad 12
Montréal 12
Rio De Janeiro 12
Xiangfen 12
Auburn Hills 11
Totale 25.204
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Nome #
Solution Manual for Selected Problems, The Bayesian Choice, 2nd Ed. and Paperback Ed., C. P. Robert.Springer Verlag 1.261
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 827
An entropy-based early warning indicator for systemic risk 594
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 591
Bayesian Calibration of Generalized Pools of Predictive Distributions 495
Entropy and systemic risk measures 462
Modeling Systemic Risk with Markov Switching Graphical SUR Models 438
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 435
Sparse BGVAR models for Systemic Risk Analysis 417
Markov switching GARCH models for Bayesian hedging on energy futures markets 411
Bayesian Graphical Models for STructural Vector Autoregressive Processes 410
Bayesian Markov switching tensor regression for time-varying networks 404
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 403
Bayesian dynamic tensor regression 398
A Bayesian Stochastic Correlation Model for Exchange Rates 384
Sequential clustering based on Dirichlet Process Priors 383
Bayesian inference in dynamic models with latent factors 380
Computational Complexity and Parallelization in Bayesian Econometric Analysis 374
Combination Schemes for Turning Point Predictions 371
Bayesian nonparametric sparse VAR models 370
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty 363
Adaptive independent sticky MCMC algorithms 361
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 357
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings 352
Combining predictive densities using Bayesian filtering with applications to US economics data 345
Bayesian Inference for Mixture of Stable Distributions 344
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 342
Extreme Returns in a Shortfall Risk Framework 338
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 330
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 330
Being on the field when the game is still under way. The financial press and stock markets in times of crisis 328
Matrix-state particle filters for Wishart stochastic volatility processes 321
Comment on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Wade and Ghahramani 319
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 313
Sparse Graphical Vector Autoregression: A Bayesian Approach 302
Opinion Dynamics and Disagreements on Financial Networks 292
Efficient Gibbs sampling for Markov switching GARCH models 287
Interacting Multiple-Try Algorithms 286
Business Cycle and Stock Market Volatility: A Particle Filter Approach 285
Disagreement in Signed Financial Networks 284
Combining predictive densities using Bayesian filtering with applications to US economics data 281
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 278
Financial press and stock markets in times of crisis 274
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 273
Bayesian nonparametric sparse Vector Autoregressive models 271
Sparse Graphical Vector Autoregression: A Bayesian Approach 268
A Bayesian time varying approach to risk neutral density estimation 263
Bayesian inference in dynamic models with latent factors 260
Bayesian Inference for Mixture of Stable Distributions 260
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis 260
Combination schemes for turning point prediction 254
Bayesian Tensor Regression Models 252
Bayesian Graphical Models for Structural Vector Autoregressive Processes 250
COVID-19 spreading in financial networks: A semiparametric matrix regression model 250
Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 249
Bayesian Tensor Binary Regression 247
Bayesian Inference on Dynamic Models with Latent Factors 242
Hierarchical Species Sampling Models 238
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities 232
Combination schemes for turning point prediction 225
Efficient Gibbs Sampling for Markov Switching GARCH Models 225
Bayesian Tensor Regression Models 222
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth 219
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 218
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 216
Sparse graphs using exchangeable random measures 214
Adaptive Sticky Generalized Metropolis 211
Investment Styles in the European Equity Market 206
Bayesian Markov Switching Stochastic Correlation Models 205
Bayesian Panel Markov-Switching model with interacting Markov chains 205
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 204
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 203
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 202
Sovereign Risk and Contagion Effects in the Eurozone: A Bayesian Stochastic Correlation Model 200
Italian Equity Funds: Efficiency and Performance Persistence 196
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 194
Structural changes in large economic datasets: A nonparametric homogeneity test 190
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 189
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 185
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 183
Contagion Dynamics on Financial Networks 182
Italian Equity Funds: Efficiency and Performance Persistence 178
Online data processing: Comparison of Bayesian regularized particle filters 173
Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities 171
Markov Switching Panel with Endogenous Synchronization Effects 171
Italian Equity Funds: Efficiency and Performance Persistence 170
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 169
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 167
Online data processing: Comparison of Bayesian regularized particle filters 166
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 166
Decision trees and random forests 163
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference 160
Italian Equity Funds: Efficiency and Performance Persistence 155
Bayesian Model Selection for Beta Autoregressive Processes 154
Bayesian Nonparametric Sparse Vector Autoregressive Models 154
A scoring rule for factor and autoregressive models under misspecification 154
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints 152
Extreme returns in a shortfall risk framework 151
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 151
A discussion on: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations by Rue, H. Martino, S. and Chopin, N. 149
Totale 28.757
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Categoria #
all - tutte 76.113
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 76.113
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20191.521 0 0 0 0 0 0 0 0 0 265 487 769
2019/20206.667 604 525 519 1.256 505 619 443 846 403 430 321 196
2020/20215.953 307 229 560 347 708 536 466 434 354 673 826 513
2021/20225.779 477 457 488 845 460 104 184 404 101 452 1.309 498
2022/20234.105 281 287 198 448 461 1.004 183 302 451 64 316 110
2023/20241.683 137 147 119 98 218 397 114 211 187 55 0 0
Totale 32.660